Online Appendix to "Priors about Observables in Vector Autoregressions"

BSE Working Paper: 685 | February 2013

Keywords:

vector autoregression, Bayesian estimation, prior about observables, inverse problem, monetary policy shocks

JEL codes:

C11, C22, C32

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

Published as: Priors about observables in vector autoregressions in Journal of Econometrics , Vol. 209, No. 2, 238-255, April, 2019

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