09
10:15 - 11:45
IWH Research Seminar
JUN
2017
10:15 - 11:45
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
Traditional approaches to structural interpretation of vector autoregressions can be viewed as special cases of Bayesian inference arising from very strong prior beliefs about certain aspects of the model.
Who
(University of Notre Dame)