Bayesian methods for dynamic multivariate models

International Economic Review

Volumn 39, Issue 4, 1998, Pages 949-968

  Sims, Christopher A ^a   Zha, Tao ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347466670     PISSN: 00206598     EISSN: None     Source Type: Journal    
DOI: 10.2307/2527347     Document Type: Article

References (14)

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11. _ "Bayesian Inference for Multivariate Time Series with Trend," mimeo, Presented at the American Statistical Association meetings and available at http://www.econ.yale.edu/~sims/ or ftp://ftp.econ.yale.edu/pub/sims, Yale University 1992.
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13. _ AND T. ZHA, "Error Bands for Impulse Responses," Federal Reserve Bank of Atlanta Working Paper 95-6, 1995.
14. ZHA, T., "Block Recursion and Structural Vector Autoregressions," Journal of Econometrics, forthcoming.