Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
Year of publication: |
2007-03-25
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Authors: | Strachan, R.W. ; Dijk, H.K. van |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | posterior probability | Grassman manifold | orthogonal group | cointegration | model averaging | stochastic trend | impulse response | vector autoregressive model | great ratios | liquidity trap |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2007-11 |
Source: |
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Strachan, Rodney W., (2008)
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Strachan, Rodney, (2007)
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Strachan, Rodney W., (2008)
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Model uncertainty and Bayesian model averaging in vector autoregressive processes
Strachan, R.W., (2006)
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Strachan, R.W., (2005)
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Improper priors with well defined Bayes Factors
Strachan, R.W., (2004)
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