Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

Econometrica

Volumn 83, Issue 5, 2015, Pages 1963-1999

  Baumeister, Christiane ^a   Hamilton, James D ^b  

^a UNIVERSITY OF NOTRE DAME   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bayesian inference; Informative priors; Long run restrictions; Set identification; Sign restrictions; Vector autoregressions

Indexed keywords

EID: 84943378930     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA12356     Document Type: Article

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