Online Appendix to 'Priors about Observables in Vector Autoregressions'

Marek Jarociński and Albert Marcet

No 685, Working Papers from Barcelona School of Economics

Abstract: Appendices A to C are in the main document. This document contains Appendices D to G.

Keywords: vector autoregression; Bayesian estimation; prior about observables; inverse problem; monetary policy shocks (search for similar items in EconPapers)
JEL-codes: C11 C22 C32 (search for similar items in EconPapers)
Date: 2015-09
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Working Paper: Online Appendix to "Priors about Observables in Vector Autoregressions" (2013)
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