Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547)
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scientific article; zbMATH DE number 7679721
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| English | Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity |
scientific article; zbMATH DE number 7679721 |
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Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (English)
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27 April 2023
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identification via heteroskedasticity
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permanent and transitory shocks
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spillover structural effects
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state space models
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trends and cycles
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unobserved components
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0.89388597
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0.8767955
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0.8763991
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0.8717083
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