Large Bayesian SVARs with linear restrictions

DOI10.1016/J.JECONOM.2024.105850MaRDI QIDQ6664629FDOQ6664629

Authors: Chenghan Hou 

Publication date: 16 January 2025

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

zbMATH Keywords

large vector autoregressionover-identifying restrictionsproxy-SVARequality and inequality restrictions

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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