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

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Revision as of 22:47, 24 November 2024 by Tconrad (talk | contribs) (‎Removed claim: summary_simple (P1639): The passage explains a special way to see how things change when there's a surprise in the economy, like money policy changes. It uses something called an "impact matrix" to figure out which shock is causing what effect at different times, even if we don't know exactly what it is. This helps us understand how our money policies can work better or worse depending on the health of the economy.)
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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