Many questions of economic interest in structural VAR analysis involve estimates of multiple impulse response functions …

Several recent studies have expressed concern that the Haar prior typically imposed in estimating sign-identified VAR … distribution and show that there is no evidence that typical sign-identified VAR models estimated using conventional priors tend to … alternative Bayesian approach to estimating sign-identified VAR models proposed by Baumeister and Hamilton (2015) suffers from …

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response … response parameters exceeds the number of VAR model parameters. Situations in which this order condition is violated arise …

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response … response parameters exceeds the number of VAR model parameters. Situations in which this order condition is violated arise …

accuracy. The most accurate individual model is a VAR(1) model for real retail gasoline and Brent crude oil prices. Even …