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  • Search: subject:"threshold Bayesian VAR"
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Year of publication
Subject
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Bayes-Statistik 2 Bayesian inference 2 Geldpolitik 2 Monetary policy 2 Romania 2 Rumänien 2 VAR model 2 VAR-Modell 2 monetary policy 2 Exchange rate 1 Financial crisis 1 Finanzkrise 1 Geldpolitische Transmission 1 Metropolis within Gibbs 1 Monetary transmission 1 Nichtlineare Regression 1 Nonlinear regression 1 Schock 1 Shock 1 Spillover effect 1 Spillover-Effekt 1 Threshold Bayesian VAR 1 Wechselkurs 1 economic confidence 1 exchange rate 1 nonlinearities 1 output 1 systemic financial stress 1 threshold Bayesian VAR 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Copaciu, Anca Mihaela 1 Horobet, Alexandra 1 Nalban, Valeriu 1
Published in...
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Eastern European economics 1 Romanian journal of economic forecasting 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Spillovers in the presence of financial stress - an application to Romania
Copaciu, Anca Mihaela; Horobet, Alexandra - In: Romanian journal of economic forecasting 25 (2022) 2, pp. 29-43
Persistent link: https://www.econbiz.de/10013411731
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Sentiment-driven asymmetries in Romanian monetary policy transmission
Nalban, Valeriu - In: Eastern European economics 54 (2016) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10011507958
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