Similar Search Results

A parametric approach to flexible nonlinear inference

Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 537-573

Persistent link: https://www.econbiz.de/10001580786

Structural vector autoregressions with imperfect identifying information

Baumeister, Christiane; Hamilton, James D. - In: AEA papers and proceedings 112 (2022), pp. 466-470

Persistent link: https://www.econbiz.de/10013254278

Advances in structural vector autoregressions with imperfect identifying information

Baumeister, Christiane; Hamilton, James D. - 2020

Persistent link: https://www.econbiz.de/10012222153

Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations

Baumeister, Christiane; Hamilton, James D. - In: Journal of monetary economics 100 (2018), pp. 48-65

Persistent link: https://www.econbiz.de/10012109069

Inference in structural vector autoregressions when the identifying assumptions are not fully believed : reevaluating the role of monetary policy in economic fluctuations

Baumeister, Christiane; Hamilton, James D. - 2018 - Revised May 3, 2018

Reporting point estimates and error bands for structural vector autoregressions that are only set identified is a very common practice. However, unless the researcher is persuaded on the basis of prior information that some parameter values are more plausible than others, this common practice...

Persistent link: https://www.econbiz.de/10011847554