A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Gian Paulo Soave
| Year of publication: |
2023
|
|---|---|
| Authors: | Soave, Gian Paulo |
| Subject: | Bayesian threshold hierarchical VAR | Emerging markets | financial shocks | uncertainty shocks | Schock | Shock | Schwellenländer | Emerging economies | VAR-Modell | VAR model | Risiko | Risk | Bayes-Statistik | Bayesian inference | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | Finanzmarkt | Financial market | Schätzung | Estimation | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2089347 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013494431