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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