@Article{Jarocinski_Marcet_2019,
  author={Jaroci\'nski, Marek and Marcet, Albert},
  title={Priors about observables in vector autoregressions},
  journal={Journal of Econometrics},
  year=2019,
  volume={209},
  number={2},
  pages={238-255},
  doi={10.1016/j.jeconom.2018.12},
}