Assessing monetary policy models : Bayesian inference for heteroskedastic strcutural VARs
Tomasz Woźniak, Matthieu Droumaguet
| Year of publication: |
November 20, 2015
|
|---|---|
| Authors: | Woźniak, Tomasz ; Droumaguet, Matthieu |
| Publisher: |
Melbourne : University of Melbourne, Department of Economics |
| Subject: | Identification Through Heteroskedasticity | Monetary Policy | Markov-switching Models | Mixture Models | Regime Change | Bayesian Hypotheses Assessment | Heteroskedastizität | Heteroscedasticity | VAR-Modell | VAR model | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy | Wirkungsanalyse | Impact assessment | USA | United States | 1960-2007 |
| Extent: | 1 Online-Ressource (circa 28 Seiten) |
|---|---|
| Series: | Working papers. - Melbourne : [Verlag nicht ermittelbar], ISSN 0819-2642, ZDB-ID 2132276-4. - Vol. 2017] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 978-0-7340-5188-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011521832