Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/100926
Authors: 
Sims, Christopher A.
Zha, Tao
Year of Publication: 
2004
Series/Report no.: 
Working Paper, Federal Reserve Bank of Atlanta 2004-15
Abstract: 
This paper extends the methods developed by Hamilton (1989) and Chib (1996) to identified multiple-equation models. It details how to obtain Bayesian estimation and inference for a class of models with different degrees of time variation and discusses both analytical and computational difficulties.
Document Type: 
Working Paper

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