Endogenous time variation in vector autoregressions

Danilo Leiva-Leon and Luis Uzeda

Year of publication:	2021
Authors:	Leiva-Leon, Danilo ; Uzeda, Luis
Publisher:	Madrid : Banco de España
Subject:	TVP-VAR \| state-space \| endogeneity \| bayesian \| monetary policy \| Geldpolitik \| Monetary policy \| VAR-Modell \| VAR model \| Schock \| Shock \| Theorie \| Theory \| Inflation \| Bayes-Statistik \| Bayesian inference \| Wirkungsanalyse \| Impact assessment \| Zeit \| Time

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