Monetary policy, external instruments, and heteroskedasticity (Q6067210): Difference between revisions

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Revision as of 10:34, 30 July 2024

scientific article; zbMATH DE number 7766839
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Monetary policy, external instruments, and heteroskedasticity
scientific article; zbMATH DE number 7766839

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    Monetary policy, external instruments, and heteroskedasticity (English)
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    16 November 2023
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    monetary policy
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    structural vector autoregressions
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    identification with external instrument
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    heteroskedasticity
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    Markov switching
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