Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Christiane Baumeister, James D. Hamilton
| Year of publication: |
2018
|
|---|---|
| Authors: | Baumeister, Christiane ; Hamilton, James D. |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 100.2018, p. 48-65
|
| Subject: | Historical decompositions | Impulse-response functions | Informative priors | Model uncertainty | Monetary policy | Set identification | Structural vector autoregressions | VAR-Modell | VAR model | Geldpolitik | Bayes-Statistik | Bayesian inference | Dekompositionsverfahren | Decomposition method | Induktive Statistik | Statistical inference | Makroökonomisches Modell | Macroeconomic model | Theorie | Theory | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2018.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012109069