DSGE Models with observation-driven time-varying volatility
Giovanni Angelini, Paolo Gorgi
| Year of publication: |
2018
|
|---|---|
| Authors: | Angelini, Giovanni ; Gorgi, Paolo |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 169-171
|
| Subject: | DSGE models | Score-driven models | Time-varying parameters | Dynamisches Gleichgewicht | Dynamic equilibrium | Volatilität | Volatility | DSGE-Modell | DSGE model | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schock | Shock | Stochastischer Prozess | Stochastic process | Geldpolitik | Monetary policy | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.07.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012021819