SVARs with occasionally-binding constraints
S. Borağan Aruoba, Marko Mlikota, Frank Schorfheide, Sergio Villalvazo
| Year of publication: |
2022
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|---|---|
| Authors: | Aruoba, S. Borağan ; Mlikota, Marko ; Schorfheide, Frank ; Villalvazo, Sergio |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 231.2022, 2, p. 477-499
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| Subject: | Bayesian inference | Effective lower bound | Limited dependent variables | Sequential Monte Carlo methods | Structural VARs | Shadow rate | Monte-Carlo-Simulation | Monte Carlo simulation | VAR-Modell | VAR model | Bayes-Statistik | Niedrigzinspolitik | Low-interest-rate policy | Geldpolitik | Monetary policy | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464897