A Prior for Impulse Responses in Bayesian Structural VAR Models (Q3160935)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Prior for Impulse Responses in Bayesian Structural VAR Models |
scientific article |
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
