Prior selection for vector autoregressions

Review of Economics and Statistics

Volumn 97, Issue 2, 2015, Pages 436-451

  Giannone, Domenico ^a,b,c   Lenza, Michele ^b   Primiceri, Giorgio E ^d  

^a LUISS UNIVERSITY   (Italy)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c CEPR   (United States)

^d NORTHWESTERN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84928539857     PISSN: 00346535     EISSN: 15309142     Source Type: Journal    
DOI: 10.1162/REST_a_00483     Document Type: Article

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