Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks (Q75585): Difference between revisions
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Removed claim: summary (P1638): This article explains the concept of an impact matrix, a tool that helps visualize how economic changes propagate through various sectors. Similar to a puzzle, it represents how one part of the economy affects another, though initially unclear which piece corresponds to which change or shock. It introduces rules for inference but acknowledges potential inaccuracies and suggests using testable constraints for verification. The article then app... Tag: Manual revert |
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Property / DOI: 10.48550/arXiv.2007.04713 / rank | |||
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Latest revision as of 20:35, 27 December 2024
scientific article from arXiv
Language | Label | Description | Also known as |
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English | Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks |
scientific article from arXiv |
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9 July 2020
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econ.EM
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stat.ME
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