Developing a Bayesian technique to evaluate the validity of economic models: two applications to the Euro Area

Project Information

BMC-SVAR

Grant agreement ID: 744010

DOI 10.3030/744010

Project closed

EC signature date 9 March 2017

Start date 1 September 2017

End date 31 August 2019

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost € 183 454,80

EU contribution € 183 454,80

Coordinated by

QUEEN MARY UNIVERSITY OF LONDON
United Kingdom

Publications

Other (2)

Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses

Author(s): Martin Bruns Michele Piffer
Published in: 2019
Publisher: SSRN

Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses

Author(s): Martin Bruns Michele Piffer
Published in: 2018
Publisher: Queen Mary University working paper 878