Browsing Economics and Finance by Subject "BVAR"

Now showing items 1-2 of 2

    • DSGE priors for BVAR models 

      Filippeli, T; Theodoridis, K (2015-03)

    • DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 

      Filippeli, T; Harrison, R; Theodoridis, K (Elsevier/Science Direct, 2019-01-18)
      © 2019 EcoSta Econometrics and Statistics A new method for estimating Bayesian vector autoregression (VAR) models using priors from a dynamic stochastic general equilibrium (DSGE) model is presented. The DSGE model priors ...