Normalization, Probability Distribution, and Impulse Responses, Working Paper 97-11

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Federal Reserve Bank of Atlanta. "Normalization, Probability Distribution, and Impulse Responses, Working Paper 97-11" in Working Papers (Federal Reserve Bank of Atlanta) (November 1997). https://fraser.stlouisfed.org/title/8586/item/656636, accessed on May 21, 2024.

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Keywords: ML distance normalization, likelihood, Monte Carlo method, posterior, impulse responses

  • jel: C32, E52