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...
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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

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Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks
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    9 July 2020
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    econ.EM
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    stat.ME
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