On the public citation graph

Bayesian analysis of recursive SVAR models with overidentifying restrictions

https://doi.org/10.2139/ssrn.2176112
0 signed · 20 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1099-1255(199703)12:2<99::aid-jae429>3.0.co;2-aopenalex-extracted
NUMERICAL METHODS FOR ESTIMATION AND INFERENCE IN BAYESIAN VAR-MODELS
inferredcites →https://doi.org/10.1002/jae.1137openalex-extracted
Large Bayesian vector auto regressions
inferredcites →https://doi.org/10.1016/j.jmoneco.2004.05.007openalex-extracted
What are the effects of monetary policy on output? Results from an agnostic identification procedure
inferredcites →https://doi.org/10.1016/s0165-1889(02)00168-9openalex-extracted
A Gibbs sampler for structural vector autoregressions
inferredcites →https://doi.org/10.1080/07350015.1986.10509491openalex-extracted
Forecasting With Bayesian Vector Autoregressions—Five Years of Experience
inferredcites →https://doi.org/10.2139/ssrn.148729openalex-extracted
Monetary Policy Evaluation with Noisy Information
inferredcites →https://doi.org/10.2139/ssrn.2176133openalex-extracted
Prior Selection for Vector Autoregressions
inferredcites →https://doi.org/10.2307/1912017openalex-extracted
Macroeconomics and Reality
inferredcites →https://doi.org/10.2307/2527347openalex-extracted
Bayesian Methods for Dynamic Multivariate Models
inferredcites →https://doi.org/10.3386/w6400openalex-extracted
Monetary Policy Shocks: What Have We Learned and to What End?
inferredcites →https://doi.org/10.1111/1468-2362.00019openalex-snapshot
Efficient Rules for Monetary Policy
inferredcites →https://doi.org/10.1162/003465399558454openalex-snapshot
Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2888260openalex-extracted
Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand
inferred← citeshttps://doi.org/10.1016/j.econmod.2014.10.060openalex-snapshot
Bayesian forecasting of real exchange rates with a Dornbusch prior
inferred← citeshttps://doi.org/10.1016/j.strueco.2020.02.001openalex-snapshot
Nonperforming loans and competing rules of monetary policy: A statistical identification approach
inferred← citeshttps://doi.org/10.1108/cfri-09-2021-0187openalex-snapshot
Cryptocurrency as a safe haven for investment portfolios amid COVID-19 panic cases of Bitcoin, Ethereum and Litecoin
inferred← citeshttps://doi.org/10.1631/jzus.c1200316openalex-snapshot
Modeling correlated samples via sparsematrix Gaussian graphical models
inferred← citeshttps://doi.org/10.24545/00000613openalex-snapshot
Economic Growth and Monetary Policy in Asian Developing Economies
inferred← citeshttps://doi.org/10.3982/qe2207openalex-snapshot
A new posterior sampler for Bayesian structural vector autoregressive models
inferred← citeshttps://doi.org/10.3982/qe305openalex-snapshot
Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.