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

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scientific article; zbMATH DE number 7043022
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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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