A new posterior sampler for Bayesian structural vector autoregressive models

DOI10.3982/qe2207OpenAlexW4388535797MaRDI QIDQ6185469

Martin Bruns, Unnamed Author

Publication date: 8 January 2024

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe2207

zbMATH Keywords

Bayesian inferencemonetary policy shockssign restrictions

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items

A new posterior sampler for Bayesian structural vector autoregressive models

Cites Work

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