A global-local prior for time-varying parameter VARs and monetary policy
Jan Prüser ; SFB 823
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Prüser, Jan |
| Institutions: | Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes (issuing body) |
| Publisher: |
[Dortmund] : SFB 823 |
| Subject: | TVP-VAR | monetary policy | global-local prior | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Theorie | Theory | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Zustandsraummodell | State space model | Vektor-autoregressives Modell |
| Extent: | 1 Online-Ressource (26 Seiten, 4,80 MB) Diagramme |
|---|---|
| Series: | Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823. - Dortmund, ZDB-ID 2572745-X. - Vol. Nr. 2020, 20 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 11-12 |
| Other identifiers: | 10.17877/DE290R-21124 [DOI] hdl:2003/39207 [Handle] |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012592510