Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty
scientific article

    Statements

    Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (English)
    0 references
    0 references
    0 references
    26 October 2021
    0 references
    endogeneity
    0 references
    causality
    0 references
    stochastic volatility
    0 references
    Bayesian methods
    0 references

    Identifiers