Block recursion and structural vector autoregressions
- 9 February 1999
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 90 (2) , 291-316
- https://doi.org/10.1016/s0304-4076(98)00045-1
Abstract
No abstract availableKeywords
This publication has 30 references indexed in Scilit:
- Bayesian Methods for Dynamic Multivariate ModelsInternational Economic Review, 1998
- Small-sample Confidence Intervals for Impulse Response FunctionsThe Review of Economics and Statistics, 1998
- Normalization, Probability Distribution, and Impulse ResponsesSSRN Electronic Journal, 1998
- Structural VAR Estimation with Exogeneity RestrictionsOxford Bulletin of Economics and Statistics, 1996
- How Well Does The IS-LM Model Fit Postwar U. S. Data?The Quarterly Journal of Economics, 1992
- The Sources of Financial Crisis: Pre- and Post-Fed EvidenceInternational Economic Review, 1991
- Alternative explanations of the money-income correlationCarnegie-Rochester Conference Series on Public Policy, 1986
- Bayesian EconometricsEconometrica, 1985
- Time series analysis and simultaneous equation econometric modelsJournal of Econometrics, 1974
- A Bayes Approach for Combining Correlated EstimatesJournal of the American Statistical Association, 1965