acpbvar on real data: the monetary policy shock of Uhlig (2005)1 days ago
1. The data | 2. The model | 3. The identification of Uhlig (2005) | 4. The responses | 5. Comparison with bsvarSIGNs | 6. The joint acceptance method | References
No articles match
acpbvar: a complete workflow1 days ago
1. A structural VAR with a known sign pattern | 2. Equation-by-equation preparation | 3. Empirical Bayes hyperparameter selection | 4. Posterior simulation | 5. Structural identification through sign restrictions | Partial identification | Restrictions beyond impact | Two ways of accepting a draw | Reading the diagnostics | 6. Impulse responses | Extracting the responses | 7. Recovery of the true impact | 8. Common mistakes | References
acpbvar on real data: the monetary policy shock of Uhlig (2005)15 days ago
1. The data | 2. The model | 3. The identification of Uhlig (2005) | 4. The responses | 5. Comparison with bsvarSIGNs | 6. The joint acceptance method | References
acpbvar: a complete workflow22 days ago
1. A structural VAR with a known sign pattern | 2. Equation-by-equation preparation | 3. Empirical Bayes hyperparameter selection | 4. Posterior simulation | 5. Structural identification through sign restrictions | Partial identification | Restrictions beyond impact | Two ways of accepting a draw | Reading the diagnostics | 6. Impulse responses | Extracting the responses | 7. Recovery of the true impact | 8. Common mistakes | References