A Prior for Impulse Responses in Bayesian Structural VAR Models
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Publication:3160935
DOI10.1198/jbes.2009.07278zbMath1198.62098OpenAlexW1966414308MaRDI QIDQ3160935
Publication date: 11 October 2010
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jbes.2009.07278
posteriorJacobianmonetary policyMetropolis-Hastings algorithmstructural vector autoregressive models
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Related Items (3)
Econometrics with system priors ⋮ A new posterior sampler for Bayesian structural vector autoregressive models ⋮ Bayesian inference on structural impulse response functions
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