Robust Bayesian inference in proxy SVARs
Year of publication: |
2020
|
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Authors: | Giacomini, Raffaella ; Kitagawa, Toru ; Read, Matthew |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | VAR-Modell | Bayes-Statistik | Induktive Statistik | Theorie |
Series: | cemmap working paper ; CWP13/20 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2020.1320 [DOI] 1695352831 [GVK] hdl:10419/241888 [Handle] RePEc:ifs:cemmap:13/20 [RePEc] |
Source: |
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