A prior for impulse responses in Bayesian structural VAR models (Q3160935)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5798314
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A prior for impulse responses in Bayesian structural VAR models |
scientific article; zbMATH DE number 5798314 |
Statements
A Prior for Impulse Responses in Bayesian Structural VAR Models (English)
0 references
11 October 2010
0 references
Jacobian
0 references
Metropolis-Hastings algorithm
0 references
monetary policy
0 references
posterior
0 references
structural vector autoregressive models
0 references
0.8335615992546082
0 references
0.7766093611717224
0 references
0.77280193567276
0 references
0.7666369676589966
0 references
0.7593677043914795
0 references
