Large Bayesian SVARs with linear restrictions
From MaRDI portal
Publication:6664629
Cites work
- scientific article; zbMATH DE number 597911 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- A Gibbs sampler for structural vector autoregressions
- A new posterior sampler for Bayesian structural vector autoregressive models
- Adaptive Shrinkage in Bayesian Vector Autoregressive Models
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesian stochastic search for VAR model restrictions
- Dirichlet-Laplace priors for optimal shrinkage
- Efficient simulation and integrated likelihood estimation in state space models
- Fast sampling of Gaussian Markov random fields
- High-dimensional conditionally Gaussian state space models with missing data
- Identification and inference with ranking restrictions
- Identification of SVAR Models by Combining Sign Restrictions With External Instruments
- Inference based on structural vector autoregressions identified with sign and zero restrictions: theory and applications
- Inference in Bayesian proxy-SVARs
- Inference with normal-gamma prior distributions in regression problems
- Marginal tax rates and income: new time series evidence
- Sign restrictions, structural vector autoregressions, and useful prior information
- Simulation smoothing for state-space models: a computational efficiency analysis
- Structural vector autoregressions: theory of identification and algorithms for inference
- Structural vector autoregressive analysis
- The horseshoe estimator for sparse signals
- The normal law under linear restrictions: simulation and estimation via minimax tilting
This page was built for publication: Large Bayesian SVARs with linear restrictions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664629)