A new algorithm for structural restrictions in Bayesian vector autoregressions
Dimitris Korobilis
| Year of publication: |
2022
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|---|---|
| Authors: | Korobilis, Dimitris |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 148.2022, p. 1-14
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| Subject: | Factor model decomposition | Gibbs sampling | Large VAR | Sign restrictions | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Schock | Shock | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.euroecorev.2022.104241 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553376