Econometrics with system priors

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 172
Issue: C
Pages: 134-137

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper introduces “system priors” into Bayesian econometrics and provides an illustrative application. Unlike priors on individual parameters, system priors offer and efficient way of formulating economically-meaningful priors about model properties. Illustrative example restricts output gap dynamics to business-cycle frequencies.

Technical Details

RePEc Handle
repec:eee:ecolet:v:172:y:2018:i:c:p:134-137
Journal Field
General
Author Count
2
Added to Database
2026-01-24