Panel VAR prior selection
This code replicates the findings in the paper
Korobilis (2016). Prior selection for panel vector autoregressions. Computational Statistics & Data Analysis, 101, pp. 110-120.
Download code here: PVAR_PRIOR.zip
This code replicates the findings in the paper
Korobilis (2016). Prior selection for panel vector autoregressions. Computational Statistics & Data Analysis, 101, pp. 110-120.
Download code here: PVAR_PRIOR.zip