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~institution:"Barcelona Graduate School of Economics (Barcelona GSE)"
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Bayesian estimation
2
inverse problem
2
monetary policy shocks
2
prior about observables
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vector autoregression
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Jarocinski, Marek
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Marcet, Albert
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Barcelona Graduate School of Economics (Barcelona GSE)
C.E.P.R. Discussion Papers
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Department of Economics, Rutgers University-New Brunswick
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
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Online Appendix to Priors about Observables in Vector Autoregressions
Jarocinski, Marek
;
Marcet, Albert
-
Barcelona Graduate School of Economics (Barcelona GSE)
-
2013
Online appendix to Barcelona GSE Working Paper No. 684
Persistent link: https://www.econbiz.de/10010851404
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2
Priors about Observables in Vector Autoregressions
Jarocinski, Marek
;
Marcet, Albert
-
Barcelona Graduate School of Economics (Barcelona GSE)
-
2013
output responses to
monetary
policy
shocks
than the one reported in Christiano et al. (1999) and a significantly larger total …
Persistent link: https://www.econbiz.de/10010632932
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