Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868)
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English | Do monetary policy shocks generate TAR or STAR dynamics in output? |
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Do monetary policy shocks generate TAR or STAR dynamics in output? (English)
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7 March 2023
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asymmetry
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Bayesian analysis
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MCMC methods
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monetary policy
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smooth transition autoregressive process
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threshold autoregressive process
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unobserved components model
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