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|c 5.00 USD
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|z 9781475555820
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|a 1018-5941
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|a BD-DhAAL
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|a Andrle, Michal.
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|a System Priors for Econometric Time Series /
|c Michal Andrle, Miroslav Plaail.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2016.
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|a 1 online resource (18 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a The paper introduces 'system priors', their use in Bayesian analysis of econometric time series, and provides a simple and illustrative application. System priors were devised by Andrle and Benes (2013) as a tool to incorporate prior knowledge into an economic model. Unlike priors about individual parameters, system priors offer a simple and efficient way of formulating well-defined and economically-meaningful priors about high-level model properties. The generality of system priors are illustrated using an AR(2) process with a prior that most of its dynamics comes from business-cycle frequencies.
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|a Mode of access: Internet
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|a Time Series
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|a WP
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|a Plaail, Miroslav.
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|a IMF Working Papers; Working Paper ;
|v No. 2016/231
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2016/231/001.2016.issue-231-en.xml
|z IMF e-Library
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