Noncausal Bayesian Vector Autoregression

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Lanne , M & Luoto , J P 2016 , ' Noncausal Bayesian Vector Autoregression ' , Journal of Applied Econometrics , vol. 31 , no. 7 , pp. 1392 - 1406 . https://doi.org/10.1002/jae.2497

Title: Noncausal Bayesian Vector Autoregression
Author: Lanne, Markku; Luoto, Jani Pentti
Contributor: University of Helsinki, Department of Political and Economic Studies (2010-2017)
University of Helsinki, Department of Political and Economic Studies (2010-2017)
Date: 2016
Language: eng
Number of pages: 15
Belongs to series: Journal of Applied Econometrics
ISSN: 0883-7252
URI: http://hdl.handle.net/10138/297741
Subject: 511 Economics
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