Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Year of publication: |
2022
|
---|---|
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
|
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 |
-
Essays on business cycle analysis and demography
Sarferaz, Samad, (2009)
-
Assessing the transmission of monetary policy using time-varying parameter dynamic factor models
Korobilis, Dimitris, (2013)
-
Del Negro, Marco, (2008)
- More ...
-
Mi, Yunlong, (2023)
-
Mi, Yunlong, (2024)
-
Concept-cognitive computing system for dynamic classification
Mi, Yunlong, (2022)
- More ...