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Bayesian VAR Tab

 

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The Bayesian VAR tab has the following 4 frames:

Prior - Steady State Parameters

This frame holds controls for choosing the Matlab function that provides the prior mean and standard deviations of the steady-state parameters.

Prior - Parameters on Lags

This frame holds controls for setting up the prior distribution of the parameters on lagged endogenous variable.

Prior - Covariance Parameters

This frame surrounds controls that determine the prior distribution of the residual covariance matrix.

Lag Order Selection

This frame holds the controls for choosing the lag order of the VAR model.

 

 


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