Sign restrictions, structural vector autoregressions, and useful prior information
Year of publication: |
September 2015
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Authors: | Baumeister, Christiane ; Hamilton, James D. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 83.2015, 5, p. 1963-1999
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Subject: | Vector autoregressions | sign restrictions | Bayesian inference | set identification | informative priors | long-run restrictions | VAR-Modell | VAR model | Bayes-Statistik | Modellierung | Scientific modelling | Theorie | Theory | Arbeitsangebot | Labour supply | Arbeitsnachfrage | Labor demand | Schätzung | Estimation | USA | United States |
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