Monetary policy, external instruments, and heteroskedasticity (Q6067210)
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scientific article; zbMATH DE number 7766839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monetary policy, external instruments, and heteroskedasticity |
scientific article; zbMATH DE number 7766839 |
Statements
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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