Advances in using vector autoregressions to estimate structural magnitudes
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Cites work
- A Distributed Lag Estimator Derived from Smoothness Priors
- An invariant form for the prior probability in estimation problems
- Bayesian and classical approaches to instrumental variable regression
- Bayesian and frequentist inference in partially identified models
- Bayesian inference for partially identified models. Exploring the limits of limited data
- Delta-method inference for a class of set-identified SVARs
- Error Bands for Impulse Responses
- High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Identification and inference with ranking restrictions
- Identification of SVAR Models by Combining Sign Restrictions With External Instruments
- Inference in Bayesian proxy-SVARs
- Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables.
- Joint Bayesian inference about impulse responses in VAR models
- Local projections and VARs estimate the same impulse responses
- Robust Bayesian inference for set-identified models
- Sign restrictions, structural vector autoregressions, and useful prior information
- Structural vector autoregressions: theory of identification and algorithms for inference
- Structural vector autoregressive analysis
- SVARs with occasionally-binding constraints
- The Bayesian Choice
- The time varying effect of oil price shocks on Euro-area exports
- Uncertain identification
- What are the limits of posterior distributions arising from nonidentified models, and why should we care?
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