Question: 3. In Example 8.5 (Consumption and income), try including binary predictor selection indicators in the VAR4 model (e.g. in an SSVS prior) and compare inferences
3. In Example 8.5 (Consumption and income), try including binary predictor selection indicators in the VAR4 model (e.g. in an SSVS prior) and compare inferences on lag effects to a model without any form of predictor selection.
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