Tractable Bayesian estimation of smooth transition vector autoregressive models
Martin Bruns and Michele Piffer
| Year of publication: |
2024
|
|---|---|
| Authors: | Bruns, Martin ; Piffer, Michele |
| Subject: | Nonlinear models | Bayesian econometrics | proxy SVARs | monetary policy shocks | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Bayes-Statistik | Bayesian inference | Schock | Shock | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Ökonometrie | Econometrics | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utae009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357782