A new approach to integrating expectations into VAR models
Taeyoung Doh, A. Lee Smith
| Year of publication: |
2022
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|---|---|
| Authors: | Doh, Taeyoung ; Smith, Andrew Lee |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 132.2022, p. 24-43
|
| Subject: | Bayesian vector autoregression (VAR) | Sign restrictions | Information rigidities | Monetary policy | Forward guidance | Inflation expectations | VAR-Modell | VAR model | Geldpolitik | Inflationserwartung | Theorie | Theory | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2022.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013489595