pith. sign in

That is, there exist i∗ such that SR(T (Zi∗ n−1)) > 0

Exit if there is at least one particle that satisfies the sign restriction

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econ.EM 1

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2025 1

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Large SVARs

econ.EM · 2025-05-29 · unverdicted · novelty 7.0

Develops an elliptical slice within Gibbs sampler for efficient posterior inference in sign-identified SVARs, enabling large models with over 100 restrictions.

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  • Large SVARs econ.EM · 2025-05-29 · unverdicted · none · ref 2

    Develops an elliptical slice within Gibbs sampler for efficient posterior inference in sign-identified SVARs, enabling large models with over 100 restrictions.