Add induced_priors lecture: induced priors, VARs, and sign restrictions

lectures/_static/quant-econ.bib

@@ -3269,3 +3269,69 @@ @article{CoibionGorodnichenko2015
   pages     = {2644--2678},
   doi       = {10.1257/aer.20130921}
 }
+
+@article{Uhlig2005,
+  author    = {Uhlig, Harald},
+  title     = {What Are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure},
+  journal   = {Journal of Monetary Economics},
+  year      = {2005},
+  volume    = {52},
+  number    = {2},
+  pages     = {381--419},
+  doi       = {10.1016/j.jmoneco.2004.05.007}
+}
+
+@incollection{Uhlig2017,
+  author    = {Uhlig, Harald},
+  title     = {Shocks, Sign Restrictions, and Identification},
+  booktitle = {Advances in Economics and Econometrics: Eleventh World Congress},
+  editor    = {Honoré, Bo and Pakes, Ariel and Piazzesi, Monika and Samuelson, Larry},
+  volume    = {2},
+  chapter   = {4},
+  pages     = {95--127},
+  publisher = {Cambridge University Press},
+  year      = {2017},
+  doi       = {10.1017/9781108227223.004}
+}
+
+@article{DelNegroSchorfheide2004,
+  author    = {Del Negro, Marco and Schorfheide, Frank},
+  title     = {Priors from General Equilibrium Models for {VARs}},
+  journal   = {International Economic Review},
+  year      = {2004},
+  volume    = {45},
+  number    = {2},
+  pages     = {643--673},
+  doi       = {10.1111/j.1468-2354.2004.00139.x}
+}
+
+@article{BaumeisterHamilton2015,
+  author    = {Baumeister, Christiane and Hamilton, James D.},
+  title     = {Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information},
+  journal   = {Econometrica},
+  year      = {2015},
+  volume    = {83},
+  number    = {5},
+  pages     = {1963--1999},
+  doi       = {10.3982/ECTA12356}
+}
+
+@article{LeeperTraumWalker2017,
+  author    = {Leeper, Eric M. and Traum, Nora and Walker, Todd B.},
+  title     = {Clearing Up the Fiscal Multiplier Morass},
+  journal   = {American Economic Review},
+  year      = {2017},
+  volume    = {107},
+  number    = {8},
+  pages     = {2409--2454},
+  doi       = {10.1257/aer.20111196}
+}
+
+@book{Geweke2010,
+  author    = {Geweke, John},
+  title     = {Complete and Incomplete Econometric Models},
+  publisher = {Princeton University Press},
+  address   = {Princeton, NJ},
+  year      = {2010},
+  doi       = {10.1515/9781400835249}
+}

lectures/_toc.yml

@@ -40,6 +40,7 @@ parts:
   - file: cattle_cycles
   - file: hs_invertibility_example
   - file: supply_demand_var
+  - file: induced_priors
 - caption: Risk, Model Uncertainty, and Robustness
   numbered: true
   chapters: