Drifts and volatilities under measurement error : assessing monetary policy shocks over the last century
Pooyan Amir-Ahmadi, Christian Matthes, Mu-Chun Wang
| Year of publication: |
July 2016
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|---|---|
| Authors: | Amir Ahmadi, Pooyan ; Matthes, Christian ; Wang, Mu-Chun |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 7.2016, 2, p. 591-611
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| Subject: | Bayesian VAR | time variation | measurement error | U.S. | monetary policy | Geldpolitik | Monetary policy | VAR-Modell | VAR model | USA | United States | Statistischer Fehler | Statistical error | Schock | Shock | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/QE475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011612106