Assessing identifying restrictions in SVAR models
Year of publication: |
2016
|
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Authors: | Piffer, Michele |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Identification | Bayesian Econometrics | Sign Restrictions |
Series: | DIW Discussion Papers ; 1563 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 856113417 [GVK] hdl:10419/130213 [Handle] RePEc:diw:diwwpp:dp1563 [RePEc] |
Classification: | C32 - Time-Series Models ; C11 - Bayesian Analysis |
Source: |
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Assessing identifying restrictions in SVAR models
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Inference based on SVARs identified with sign and zero restrictions: Theory and applications
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Inference based on SVARs identified with sign and zero restrictions : theory and applications
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