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Search: subject:"Bayesian Quantile VAR"
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Asymmetric effects of monetary policy
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Bayes-Statistik
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Bayesian Quantile VAR
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Bayesian quantile VAR
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Disaggregate prices
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FAVAR
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irrational exuberance
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tail risks
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Velasco, Sofia
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Schüler, Yves
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Schüler, Yves S.
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Asymmetries in the transmission of monetary policy shocks over the business cycle: A Bayesian Quantile Factor Augmented VAR
Velasco, Sofia
-
2024
This paper introduces a Bayesian Quantile Factor Augmented VAR (BQFAVAR) to examine the asymmetric effects of monetary policy throughout the business cycle. Monte Carlo experiments demonstrate that the model effectively captures non-linearities in impulse responses. Analysis of aggregate...
Persistent link: https://www.econbiz.de/10015199498
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2
Asymmetries in the transmission of monetary policy shocks over the business cycle : a Bayesian Quantile Factor Augmented VAR
Velasco, Sofia
-
2024
This paper introduces a Bayesian Quantile Factor Augmented VAR (BQFAVAR) to examine the asymmetric effects of monetary policy throughout the business cycle. Monte Carlo experiments demonstrate that the model effectively captures non-linearities in impulse responses. Analysis of aggregate...
Persistent link: https://www.econbiz.de/10015176916
Saved in:
3
The impact of uncertainty and certainty shocks
Schüler, Yves S.
-
2020
I propose a
Bayesian
quantile
VAR
to identify and assess the impact of uncertainty and certainty shocks, unifying Bloom …
Persistent link: https://www.econbiz.de/10012180934
Saved in:
4
The impact of uncertainty and certainty shocks
Schüler, Yves
-
2020
I propose a
Bayesian
quantile
VAR
to identify and assess the impact of uncertainty and certainty shocks, unifying Bloom …
Persistent link: https://www.econbiz.de/10012180723
Saved in:
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