journal article Feb 12, 2026

The Conventional Impulse Response Prior in VAR Models With Sign Restrictions

Journal of Applied Econometrics Vol. 41 No. 3 pp. 310-322 · Wiley
View at Publisher Save 10.1002/jae.70037
Abstract
ABSTRACT
Some studies have expressed concern that the Gaussian‐inverse Wishart–Haar prior typically employed in estimating sign‐identified VAR models may be unintentionally informative about the prior for the structural responses. We discuss what features to look for in this prior in the absence of specific prior information about the responses, building on the notion of weakly informative priors in Gelman et al. (2013), and in the presence of such information. Empirical examples illustrate that the Gaussian‐inverse Wishart–Haar prior need not be unintentionally informative. Even when it is, there are empirically verifiable conditions under which this fact becomes immaterial for the substantive conclusions.
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References
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Published
Feb 12, 2026
Vol/Issue
41(3)
Pages
310-322
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Cite This Article
Atsushi Inoue, Lutz Kilian (2026). The Conventional Impulse Response Prior in VAR Models With Sign Restrictions. Journal of Applied Econometrics, 41(3), 310-322. https://doi.org/10.1002/jae.70037
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