Time varying VARs with inequality restrictions (JEDC 2011)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Gary Koop, Simon M. Potter Time varying VARs with inequality restrictions JEDC 2011 7 1126-38 C11, C32, E52 Bayesian, State space model, Markov chain Monte Carlo, Metropolis–Hastings

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1016/j.jedc.2011.02.001 IDEAS: a/eee/dyncon/v35y2011i7p1126-1138.html EconPapers: RePEc:eee:dyncon:v:35:y:2011:i:7:p:1126-1138


According to the working paper version of Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum (REStud 2015) this study was affected by the error in the original study.

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