Bayesian inference on structural impulse response functions
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Cites work
- scientific article; zbMATH DE number 3954135 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3086018 (Why is no real title available?)
- A Distributed Lag Estimator Derived from Smoothness Priors
- A prior for impulse responses in Bayesian structural VAR models
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Bayesian and frequentist inference in partially identified models
- DOES MONETARY POLICY GENERATE RECESSIONS?
- Delta-method inference for a class of set-identified SVARs
- Dynamic identification of dynamic stochastic general equilibrium models
- Fiscal foresight and information flows
- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007)
- Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
- Large Bayesian VARMAs
- MCMC using Hamiltonian dynamics
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- News, non-invertibility, and structural VARs
- Noncausal vector autoregression
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
- Sign restrictions, structural vector autoregressions, and useful prior information
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- Time series: theory and methods.
- VAR analysis, nonfundamental representations, Blaschke matrices
- Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks
Cited in
(18)- Joint Bayesian inference about impulse responses in VAR models
- Sign restrictions, structural vector autoregressions, and useful prior information
- Uniform priors for impulse responses
- Time series experiments and causal estimands: exact randomization tests and trading
- A prior for impulse responses in Bayesian structural VAR models
- Bayesian estimation of Gegenbauer processes
- An introductory review of a structural VAR-X estimation and applications
- Shrinkage and noniterative estimation for moving average models with structural breaks
- Bayesian inference for quantal response equilibrium in normal-form games
- Semiparametric Bayesian estimation of dynamic discrete choice models
- Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”
- Estimating impulse response functions when the shock series is observed
- Shock elasticities and impulse responses
- Inference in Bayesian additive vector autoregressive tree models
- Inference on impulse response functions in structural VAR models
- Choosing between identification schemes in noisy-news models
- A new posterior sampler for Bayesian structural vector autoregressive models
- A generalized method of impulse identification
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