Bayesian VAR Analysis in the Presence of Infrequent Shocks with Application to Analysis of Oil Price Shocks.
| Title: | Bayesian VAR Analysis in the Presence of Infrequent Shocks with Application to Analysis of Oil Price Shocks. |
| Author: | Weng, Qifeng |
| Advisors: | Atsushi Inoue, Chair Huixia Wang, Minor Denis Pelletier, Member |
| Date: | 2012-05-02 |
| Degree: | Master of Science |
| Discipline: | Economics |
| URI: | http://www.lib.ncsu.edu/resolver/1840.16/7802 |
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|---|---|---|---|
| etd.pdf | 313.2Kb |
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