Overview
Anna Krivelyova is co-author of LeSage and Krivelyova (1999), which introduced the spatial prior for Bayesian VAR models. The paper appeared in Journal of Regional Science 39(2): 297–317.
Key Contributions
- "A Spatial Prior for Bayesian Vector Autoregressive Models" (1999, with J.P. LeSage): Co-developed the spatial BVAR prior using row-standardized contiguity matrices to differentiate cross-variable Minnesota shrinkage by geographic proximity; validated on a 20-industry × 8-state Midwest employment forecasting experiment showing SVAR outperforms standard BVAR at horizons 4–12.
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