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Online Appendix to ‘Priors about Observables in Vector Autoregressions’

Online Appendix to ‘Priors about Observables in Vector Autoregressions’

Authors: Marek Jarocinski and Albert Marcet.
BSE Working Paper: 110168 | September 15
Keywords: vector autoregression , Bayesian estimation , prior about observables , inverse problem , monetary policy shocks
JEL codes: C11, C22, C32
vector autoregression
Bayesian estimation
prior about observables
inverse problem
monetary policy shocks

Abstract

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

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