Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Zongrun Wang, Ling Zhou, Yunlong Mi, Yong Shi
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Zongrun ; Zhou, Ling ; Mi, Yunlong ; Shi, Yong |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 139.2022, p. 1-19
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| Subject: | Bayesian shrinkage method | Dynamic policy effect | Multilevel dynamic factor | Time-varying parameter | Dynamische Wirtschaftstheorie | Economic dynamics | Faktorenanalyse | Factor analysis | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2022.104403 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464787