{"title":"Bayesian vector autoregressions","authors":"Silvia Miranda-Agrippino, G. Ricco","doi":"10.2139/SSRN.3253086","DOIUrl":null,"url":null,"abstract":"This article reviews Bayesian inference methods for Vector Autoregression models, commonly used priors for economic and financial variables, and applications to structural analysis and forecasting.","PeriodicalId":359449,"journal":{"name":"LSE Research Online Documents on Economics","volume":"16 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-03-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"31","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"LSE Research Online Documents on Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/SSRN.3253086","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 31
Abstract
This article reviews Bayesian inference methods for Vector Autoregression models, commonly used priors for economic and financial variables, and applications to structural analysis and forecasting.
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