Liquidity shocks and real GDP growth : evidence from a Bayesian time-varying parameter VAR
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 | Liquidität | Liquidity | VAR-Modell | VAR model | Schock | Shock | Marktliquidität | Market liquidity | Schätzung | Estimation | Volatilität | Volatility | Bayes-Statistik | Bayesian inference |
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