Replication data for: Prior Selection for Vector Autoregressions

Name: Replication data for: Prior Selection for Vector Autoregressions
Creator: European Central Bank; Northwestern University, CEPR and NBER; LUISS University of Rome, ECARES and CEPR
Published: 2014-01-01T00:00:00+08:00

Harvard Dataverse2025-05-29 更新2026-04-09 收录

贝叶斯向量自回归

宏观计量经济学

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/27345 数据链接链接失效反馈

官方服务：

资源简介：

Giannone, Domenico, Lenza, Michele, and Primiceri, Giorgio E., (2015) "Prior Selection for Vector Autoregressions." Review of Economics and Statistics 97:2, 436-451.

提供机构：

European Central Bank; Northwestern University, CEPR and NBER; LUISS University of Rome, ECARES and CEPR

创建时间：

2014-01-01