Joint Bayesian inference about impulse responses in VAR models
Year of publication: |
2022
|
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Authors: | Inoue, Atsushi ; Kilian, Lutz |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 231.2022, 2, p. 457-476
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Subject: | Loss function | Joint inference | Median response function | Mean response function | Modal model | Posterior risk |
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