Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
Fabio Canova; Fernando J. Pérez Forero
| Year of publication: |
2015
|
|---|---|
| Authors: | Canova, Fabio ; Pérez Forero, Fernando J. |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 6.2015, 2, p. 359-384
|
| Subject: | Time-varying coefficient structural VAR models | Metropolis algorithm | identification restrictions | monetary transmission mechanism | VAR-Modell | VAR model | Geldpolitische Transmission | Monetary transmission | Algorithmus | Algorithm | Schock | Shock | Schätztheorie | Estimation theory | Geldpolitik | Monetary policy | Strukturgleichungsmodell | Structural equation model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011343754