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A comparison of approaches to select the informativeness of priors in BVARs
Vector autoregressions (VARs) are richly parameterized time series models that can capture complex dynamic interrelationships among macroeconomic variables. However, in small... -
Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on C...
The Bayesian structural time series model, used in conjunction with a state–space model, is a novel means of exploring the causal impact of a policy intervention. It extends the...
