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Bayesian inference on structural impulse response functions
Mikkel Plagborg-Møller
Economics
Center for Statistics & Machine Learning
Research output
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Contribution to journal
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Article
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peer-review
16
Scopus citations
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Dive into the research topics of 'Bayesian inference on structural impulse response functions'. Together they form a unique fingerprint.
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Keyphrases
Impulse Response
100%
Bayesian Inference
100%
Impulse Response Function
100%
Structural Impulse Responses
100%
Posterior Distribution
33%
Bayesian Methods
33%
Non-invertibility
33%
Macroeconomic Time Series
33%
Frequentist
33%
Moving Average Representation
33%
Structural Vector Autoregression
33%
Whittle Likelihood
33%
Rapid Simulation
33%
Structural Vector Moving Average
33%
US Business Cycle
33%
News Shocks
33%
Mathematics
Impulse Response
100%
Bayesian Inference
100%
Impulse Response Function
100%
Asymptotics
25%
Moving Average
25%
Bayesian
25%
Posterior Distribution
25%
Frequentist
25%
Vector Autoregression
25%
Economics, Econometrics and Finance
Bayesian
100%
Macroeconomics
33%
Smoothing Technique
33%
Autoregression
33%
Business Cycle
33%
Time Series
33%