Dueker, Michael (contributor); … - 2003 - [Elektronische Ressource], rev
…(›(i+1) j ffX(i+1)t gt=1;::;T): (9)
To sample the VAR coe–cients, we used a prior from Robertson and Tallman (2001)
which … Tallman (2001), \Improving Federal-Funds Rate Forecasts in
VAR Models Used for Policy Analysis," Federal Funds Rate for Policy …: Business Cycle Index
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Figure 2: Industrial Production and …