Skewed SVARS : tracking the structural sources of macroeconomic tail risks
Carlos Montes-Galdón and Eva Ortega
| Year of publication: |
2022
|
|---|---|
| Authors: | Montes-Galdón, Carlos ; Ortega, Eva |
| Published in: |
Essays in honour of Fabio Canova. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80382-637-0. - 2022, p. 177-210
|
| Subject: | Bayesian structural vector autoregressive | skewness | GDP risks | inflation risks | sign restrictions | forecasts | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Schock | Shock | Inflation | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Risiko | Risk | Theorie | Theory | Geldpolitik | Monetary policy | Bruttoinlandsprodukt | Gross domestic product |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532022000044A007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445157