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Miranda-Agrippino, S., & Ricco, G.  (2019, April 26). Bayesian Vector Autoregressions: Applications. Oxford Research Encyclopedia of Economics and Finance. Retrieved 26 Oct. 2020, from https://oxfordre.com/economics/view/10.1093/acrefore/9780190625979.001.0001/acrefore-9780190625979-e-478.