Bayesian VAR Analysis in the Presence of Infrequent Shocks with Application to Analysis of Oil Price Shocks.

Simple item page
dc.contributor.advisorAtsushi Inoue, Chairen_US
dc.contributor.advisorHuixia Wang, Minoren_US
dc.contributor.advisorDenis Pelletier, Memberen_US
dc.contributor.authorWeng, Qifengen_US
dc.date.accepted2012-05-29en_US
dc.date.accessioned2012-05-31T05:31:25Z
dc.date.available2012-05-31T05:31:25Z
dc.date.defense2012-05-02en_US
dc.date.issued2012-05-02en_US
dc.date.released2012-05-31en_US
dc.date.reviewed2012-05-03en_US
dc.date.submitted2012-05-02en_US
dc.degree.disciplineEconomicsen_US
dc.degree.levelthesisen_US
dc.degree.nameMaster of Scienceen_US
dc.identifier.otherdeg1717en_US
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.16/7802
dc.rightsen_US
dc.titleBayesian VAR Analysis in the Presence of Infrequent Shocks with Application to Analysis of Oil Price Shocks.en_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
etd.pdf
Size:
313.21 KB
Format:
Adobe Portable Document Format
Download

Collections

Theses