U.S. evolving macroeconomic dynamics: a structural investigation
Year of publication: |
2007-04
|
---|---|
Authors: | Benati, Luca ; Mumtaz, Haroon |
Institutions: | European Central Bank |
Subject: | Bayesian VARs | frequency domain | Great Inflation | identified VARs | Lucas critique | stochastic volatility | time-varying parameters |
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U.S. evolving macroeconomic dynamics: a structural investigation
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