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

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Publications

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