Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks (Q2054847)
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scientific article; zbMATH DE number 7438496
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| English | Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks |
scientific article; zbMATH DE number 7438496 |
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Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks (English)
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3 December 2021
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DSGE models
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timing restrictions
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vector autoregression
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Cholesky identification
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0.7916070818901062
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0.7736014723777771
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0.7665886878967285
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0.7511230707168579
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