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Bayesian Graphical Models for STructural Vector Autoregressive Processes

Daniel Felix Ahelegbey (), Monica Billio () and Roberto Casarin

Journal of Applied Econometrics, 2016, vol. 31, issue 2, 357-386

Date: 2016
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Working Paper: Bayesian Graphical Models for Structural Vector Autoregressive Processes (2012) Downloads
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