Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty |
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Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (English)
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26 October 2021
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endogeneity
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causality
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stochastic volatility
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Bayesian methods
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