Author:
Baumeister Christiane,Hamilton James D.
Subject
Economics and Econometrics,Finance
Reference31 articles.
1. Amir-Ahmadi, P., Uhlig, H., 2015. Sign restrictions in bayesian FAVARs with an application to monetary policy shocks. NBER Working Paper 21738.
2. Inference based on SVARs identified with sign and zero restrictions: theory and applications;Arias;Econometrica,2018
3. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution;Azzalini;J. Royal Stat. Soc. Series B.,2003
4. Inference for VARs identified with sign restrictions;Granziera;Quant. Econ,2018
5. Sign restrictions, structural vector autoregressions, and useful prior information;Baumeister;Econometrica,2015
Cited by
75 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献