Liquidity shocks and real GDP growth : evidence from a Bayesian time-varying parameter VAR
Michael Ellington, Chris Florackis, Costas Milas
| Year of publication: |
April 2017
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|---|---|
| Authors: | Ellington, Michael ; Florackis, Chris ; Milas, Costas |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 72.2017, p. 93-117
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| Subject: | Stock market liquidity | House market liquidity | Liquidity shocks | Time-varying parameter VAR | VAR-Modell | VAR model | Liquidität | Liquidity | Schock | Shock | Marktliquidität | Market liquidity | Schätzung | Estimation | Volatilität | Volatility | 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.jimonfin.2016.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011787683