Time varying VARs with inequality restrictions

Journal of Economic Dynamics and Control

Volumn 35, Issue 7, 2011, Pages 1126-1138

  Koop, Gary ^a   Potter, Simon M ^b  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

Bayesian; Markov chain Monte Carlo; Metropolis Hastings; State space model

Indexed keywords

EID: 79955966149     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2011.02.001     Document Type: Article

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