@misc{InoueKilian2021, author = {Atsushi Inoue and Lutz Kilian}, title = {The role of the prior in estimating VAR models with sign restrictions}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 660}, number = {This version: December 9, 2020}, url = {https://ssrn.com/abstract=3963314}, institution = {Wirtschaftswissenschaften}, series = {CFS working paper series}, number = {660}, type = {workingpaper}, pages = {56}, year = {2021}, }