Modelling Okun's law : does non-Gaussianity matter?
Year of publication: |
2023
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Authors: | Kiss, Tamás ; Nguyen, Hoang ; Österholm, Pär |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 5, p. 2183-2213
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Subject: | Bayesian VAR | GDP growth | Heavy tails | Unemployment | Arbeitslosigkeit | VAR-Modell | VAR model | Nationaleinkommen | National income | Okunsches Gesetz | Okun's law | Wirtschaftswachstum | Economic growth | Bayes-Statistik | Bayesian inference | Bruttoinlandsprodukt | Gross domestic product | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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