A Comparison of Approaches to Select the Informativeness of Priors in BVARs
Author:
Affiliation:
1. Faculty of Statistic , TU Dortmund University , Dortmund , Germany
2. Faculty of Economics and Business Administration , University of Duisburg Essen , Essen , Germany
Abstract
Publisher
Walter de Gruyter GmbH
Subject
Economics and Econometrics,Social Sciences (miscellaneous),General Business, Management and Accounting
Link
https://www.degruyter.com/document/doi/10.1515/jbnst-2020-0050/pdf
Reference28 articles.
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3. Brandt, T.P., and Freeman, J.R. (2009). Modeling macro-political dynamics. Polit. Anal. 17: 113–142, https://doi.org/10.1093/pan/mpp001.
4. Canova, F. (2007). Methods for applied macroeconometric research. Princeton University Press, Princeton, NJ. https://doi.org/10.1515/9781400841028.
5. Carlin, B.P., and Louis, T.A. (2000). Bayes and empirical Bayes methods for data analysis, 2nd ed. Chapman & Hall/CRC, Boca Raton, FL. https://doi.org/10.1201/9781420057669.
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