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Bayesian Inference of Local Projections with Roughness Penalty Priors · Study

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ArticleBayesian Inference of Local Projections with Roughness Penalty Priors

Masahiro Tanaka2019

OA

Articlegreen2019

Bayesian Inference of Local Projections with Roughness Penalty Priors

Masahiro Tanaka

14 citations·0/0 files stored·Computational Economics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Statistical Methods and Bayesian Inference

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References

2005Estimation and Inference of Impulse Responses by Local Projections 2005Gaussian Markov Random Fields 2007Why Has U.S. Inflation Become Harder to Forecast?2004A New Measure of Monetary Shocks: Derivation and Implications 2017Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data 1999Handbook of macroeconomics 2005Gaussian Markov Random Fields: Theory and Applications 2016Macroeconomic Shocks and Their Propagation

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2025Inference for local projections

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Details

Year2019

Typearticle

Published2019-07-11

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations14

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s10614-019-09905-y

openalex_workW2785251972

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