Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks (Q75585)

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Revision as of 22:45, 24 November 2024 by Tconrad (talk | contribs) (‎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...)
scientific article from arXiv
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Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks
scientific article from arXiv

    Statements

    publication date
    9 July 2020
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    arXiv classification
    econ.EM
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    stat.ME
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    author
    Savi Virolainen
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    Identifiers

    arXiv ID
    2007.04713
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