Bayesian TVP-VARX models with time invariant long-run multipliers
Denis Belomestny, Ekaterina Krymova, Andrey Polbin
| Year of publication: |
2021
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|---|---|
| Authors: | Belomestny, Denis ; Krymova, Ekaterina ; Polbin, Andrej |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 101.2021, p. 1-14
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| Subject: | Exchange rate flexibility | GDP | Long-run multipliers | Oil prices | TVP-VARX | Multiplikator | Multiplier | Ölpreis | Oil price | VAR-Modell | VAR model | Wechselkurs | Exchange rate | Bayes-Statistik | Bayesian inference | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Flexibler Wechselkurs | Flexible exchange rate | Kointegration | Cointegration | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105531 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012796054