Andrzej Kocięcki
Biographic Data
| ID | 8921428 |
|---|---|
| NAME | Andrzej Kocięcki |
| GIVEN NAMES | Andrzej |
| FAMILY NAME | Kocięcki |
| SIGNATURE | KOCIĘCKI A |
| AFFILIATIONS | National Bank of Poland |
| ORCID | 0000-0001-8921-7529 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2010 |
| LATEST PUBLICATION YEAR | 2010 |
| H-INDEX | 0 |
A Prior for Impulse Responses in Bayesian Structural VAR Models
This article develops a comprehensive approach to formally introduce the prior for impulse responses into the Bayesian structural VAR (SVAR) models, with considerable attention paid to careful prior specification. Furthermore, we present an efficient algorithm to estimate the SVAR with a Gaussian prior for impulse responses using simulation methods. We also illustrate our methodology using an example in which we verifiy some facts concerning the …
No prominent works on this page.
A Prior for Impulse Responses in Bayesian Structural VAR Models
This article develops a comprehensive approach to formally introduce the prior for impulse responses into the Bayesian structural VAR (SVAR) models, with considerable attention paid to careful prior specification. Furthermore, we present an efficient algorithm to estimate the SVAR with a Gaussian prior for impulse responses using simulation methods. We also illustrate our methodology using an example in which we verifiy some facts concerning the …
Artificial Intelligence (1 work) · Bayesian econometrics (1 work) · Bayesian inference (1 work) · Bayesian probability (1 work) · Bayesian vector autoregression (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economics (1 work) · Gaussian (1 work) · Impulse response (1 work)