Bayesian Graphical Models for STructural Vector Autoregressive Processes

Author:

Ahelegbey Daniel Felix1,Billio Monica1,Casarin Roberto1

Affiliation:

1. Department of Economics; University of Venice; Italy

Funder

European Commission Directorate-General for Research and Innovation

Institut Europlace de Finance

Italian Ministry of Education, University and Research

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference56 articles.

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4. Alternative explanations of the money-income correlation;Bernanke;Carnegie-Rochester Conference Series on Public Policy,1986

5. Econometric measures of connectedness and systemic risk in the finance and insurance sectors;Billio;Journal of Financial Economics,2012

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