Bayesian inference on structural impulse response functions (Q4629405): Difference between revisions

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+Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
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+Time series: theory and methods.
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+Large Bayesian VARMAs
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+Bayes inference in regression models with ARMA\((p,q)\) errors
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+Q3723566
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+OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
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+Delta-method inference for a class of set-identified SVARs
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+The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian   Monte Carlo
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+Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity
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+A Prior for Impulse Responses in Bayesian Structural VAR Models
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+Dynamic Identification of Dynamic Stochastic General Equilibrium Models
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+NONCAUSAL VECTOR AUTOREGRESSION
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+Fiscal Foresight and Information Flows
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+VAR analysis, nonfundamental representations, Blaschke matrices
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+Bayesian and Frequentist Inference in Partially Identified Models
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+Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)
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+Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
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+A Distributed Lag Estimator Derived from Smoothness Priors
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+DOES MONETARY POLICY GENERATE RECESSIONS?
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+News, Non-Invertibility, and Structural VARs
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+Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks
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+A survey of Bayesian predictive methods for model assessment, selection and comparison
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+Q128417229
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