Joint Bayesian inference about impulse responses in VAR models (Q2106375)
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scientific article; zbMATH DE number 7633048
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| English | Joint Bayesian inference about impulse responses in VAR models |
scientific article; zbMATH DE number 7633048 |
Statements
Joint Bayesian inference about impulse responses in VAR models (English)
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14 December 2022
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loss function
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joint inference
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median response function
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mean response function
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modal model
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posterior risk
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0.9307663
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0.89516246
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0.8798237
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0.8749714
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0.8729895
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0.87074137
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