Bayesian inference on structural impulse response functions (Q4629405)
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scientific article; zbMATH DE number 7043022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference on structural impulse response functions |
scientific article; zbMATH DE number 7043022 |
Statements
Bayesian inference on structural impulse response functions (English)
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27 March 2019
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Bayesian inference
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Hamiltonian Monte Carlo
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impulse response function
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news shock
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noninvertible
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partial identification
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structural vector autoregression
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structural vector moving average
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Whittle likelihood
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