What the heck does the forbidding phrase "reduced form Bayesian VAR" mean? Let's break this down. The VAR in question isn't VaR (Value at Risk). It's Vector Autoregression. This is a stochastic ...
2025 MAY 06 (NewsRx) -- By a News Reporter-Staff News Editor at Economics Daily Report -- Investigators publish new report on Investment. According to news reporting from New York City, New York, by ...
We document the transmission of monetary policy and risk-premium shocks in Hungary, by applying recent advances in the Bayesian estimation of large VAR models. The method allows extracting information ...
Bayesian Vars: A Survey of the Recent Literature with An Application to the European Monetary System
This paper reviews recent advances in the specification and estimation of Bayesian Vector Autoregressive models (BVARs). After describing the Bayesian principle of estimation, we first present the ...
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