Mitigating the impact of a pandemic : a time-varying-parameter structural VAR (TVP-SVAR) and time-varying granger causality estimations
Year of publication: |
2024
|
---|---|
Authors: | Olaoye, Olumide Olusegun ; Zerihun, Mulatu Fekadu |
Subject: | Asymmetry | Fiscal policy | Inflation | Macroeconomic shock | Output | Time-varying structural vector autoregressive model (TVSVAR) and Granger causality | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Schock | Shock | Finanzpolitik | Geldpolitik | Monetary policy | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Gross domestic product | Wirkungsanalyse | Impact assessment | Coronavirus |
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