Large Bayesian SVARs with linear restrictions

DOI10.1016/J.JECONOM.2024.105850MaRDI QIDQ6664629zbMATH OpenFDO

Authors Chenghan Hou

Publication date 16 January 2025

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105850

zbMATH Keywords

equality and inequality restrictionslarge vector autoregressionover-identifying restrictionsproxy-SVAR

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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Cited in

(2)

• Comparing external and internal instruments for vector autoregressions
• Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis

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