Choosing_Prior_Hyperparameters

Code for "Choosing Prior Hyperparameters" with Pooyan Amir-Ahmadi and Mu-Chun Wang, Journal of Business & Economic Statistics, forthcoming

Please see ReadMe_ReplicationCode.pdf

Name		Name	Last commit message	Last commit date
Data		Data
DoConditionalMoments_JBES.m		DoConditionalMoments_JBES.m
DoRecursiveIRF_JBES.m		DoRecursiveIRF_JBES.m
Figure3.m		Figure3.m
Figure_4_and_5.m		Figure_4_and_5.m
Figure_6.m		Figure_6.m
Figure_7.m		Figure_7.m
Main_AAMW_JBES.m		Main_AAMW_JBES.m
README.md		README.md
ReadMe_ReplicationCode.pdf		ReadMe_ReplicationCode.pdf
automatic_stabilization.m		automatic_stabilization.m
carter_kohn.m		carter_kohn.m
corrvc.m		corrvc.m
draw_alpha_corrected.m		draw_alpha_corrected.m
draw_beta_corrected.m		draw_beta_corrected.m
draw_k_Q.m		draw_k_Q.m
draw_k_S.m		draw_k_S.m
draw_k_W.m		draw_k_W.m
draw_sTcomp_corrected.m		draw_sTcomp_corrected.m
draw_sigma_correctedSep.m		draw_sigma_correctedSep.m
estimate_TVVAR_func4.m		estimate_TVVAR_func4.m
invwishpdf.m		invwishpdf.m
linv_gam_pdf.m		linv_gam_pdf.m
mlag.m		mlag.m
mlag2.m		mlag2.m
mvnrnd.m		mvnrnd.m
prior_bounds.m		prior_bounds.m
priordens.m		priordens.m
qhalfcauchy.m		qhalfcauchy.m
ts_prior.m		ts_prior.m
ts_prior_ar.m		ts_prior_ar.m
wish.m		wish.m

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