Impulse response functions from time series models are standard tools for analyzing the relationship between economic variables. The asymptotic distribution of orthogonalized impulse responses is ...
Bayesian Vars: A Survey of the Recent Literature with An Application to the European Monetary System
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper reviews recent advances in the specification and estimation of Bayesian Vector Autoregressive models (BVARs).
In many respects political scientists agree about how best to model political processes. But we disagree about how to translate our theories into structural equations; each of us seems to have our own ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper investigates dynamic relationships between U.S. government expenditure multipliers and the economy's cyclical ...
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