A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus
Year of publication: |
2024
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Authors: | Bratu, Mihaela ; Schneider, Nicolas ; Gavurova, Beata |
Published in: |
Journal of applied economics. - London : Taylor & Francis, Taylor & Francis Group, ISSN 1667-6726, ZDB-ID 2094889-X. - Vol. 27.2024, 1, Art.-No. 2395114, p. 1-29
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Subject: | Bayesian VAR model | monetary policy shocks | panel ARDL model | production network | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | Bayes-Statistik | Bayesian inference | Unternehmensnetzwerk | Business network | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/15140326.2024.2395114 [DOI] hdl:10419/314290 [Handle] |
Classification: | C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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