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WORKING PAPER SERIES NO[removed]november 2012 Prior Selection for Vector Autoregressions Domenico Giannone, Michele Lenza
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Document Date: 2012-11-16 11:11:49

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United States / /

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Ordinary Least Square / Northwestern University / /

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Internet http /

Organization

European Central Bank / CEPR / Alfred P. Sloan Foundation / NBER / Northwestern University / /

Person

Giorgio E. Primiceri / Chris Sims / Domenico Giannone / Guenter Coenen / Frank Schorfheide / Dimitris Korobilis / Michele Lenza / /

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corresponding author / /

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ML / /

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Minnesota / /

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http /

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