Department of Economics and Business Economics

Noncausal Bayesian Vector Autoregression

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Noncausal Bayesian Vector Autoregression. / Lanne, Markku; Luoto, Jani.

In: Journal of Applied Econometrics, Vol. 31, No. 7, 2016, p. 1392–1406.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Lanne, M & Luoto, J 2016, 'Noncausal Bayesian Vector Autoregression', Journal of Applied Econometrics, vol. 31, no. 7, pp. 1392–1406. https://doi.org/10.1002/jae.2497

APA

Lanne, M., & Luoto, J. (2016). Noncausal Bayesian Vector Autoregression. Journal of Applied Econometrics, 31(7), 1392–1406. https://doi.org/10.1002/jae.2497

CBE

Lanne M, Luoto J. 2016. Noncausal Bayesian Vector Autoregression. Journal of Applied Econometrics. 31(7):1392–1406. https://doi.org/10.1002/jae.2497

MLA

Lanne, Markku and Jani Luoto. "Noncausal Bayesian Vector Autoregression". Journal of Applied Econometrics. 2016, 31(7). 1392–1406. https://doi.org/10.1002/jae.2497

Vancouver

Lanne M, Luoto J. Noncausal Bayesian Vector Autoregression. Journal of Applied Econometrics. 2016;31(7):1392–1406. https://doi.org/10.1002/jae.2497

Author

Lanne, Markku ; Luoto, Jani. / Noncausal Bayesian Vector Autoregression. In: Journal of Applied Econometrics. 2016 ; Vol. 31, No. 7. pp. 1392–1406.

Bibtex

@article{aaaa03e13e864040a141e853725c8b75,
title = "Noncausal Bayesian Vector Autoregression",
keywords = "Noncausal time series, non-Gaussian time series, Bayesian analysis, New Keynesian model",
author = "Markku Lanne and Jani Luoto",
year = "2016",
doi = "10.1002/jae.2497",
language = "English",
volume = "31",
pages = "1392–1406",
journal = "Journal of Applied Econometrics",
issn = "0883-7252",
publisher = "JohnWiley & Sons Ltd.",
number = "7",

}

RIS

TY - JOUR

T1 - Noncausal Bayesian Vector Autoregression

AU - Lanne, Markku

AU - Luoto, Jani

PY - 2016

Y1 - 2016

KW - Noncausal time series, non-Gaussian time series, Bayesian analysis, New Keynesian model

U2 - 10.1002/jae.2497

DO - 10.1002/jae.2497

M3 - Journal article

VL - 31

SP - 1392

EP - 1406

JO - Journal of Applied Econometrics

JF - Journal of Applied Econometrics

SN - 0883-7252

IS - 7

ER -