Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180)
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scientific article; zbMATH DE number 6935671
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| English | Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions |
scientific article; zbMATH DE number 6935671 |
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Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (English)
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12 September 2018
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time-varying coefficient structural VAR models
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Metropolis algorithm
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identification restrictions
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monetary transmission mechanism
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0.89547276
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0.87875867
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0.87702227
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0.8753895
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0.87148726
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0.87065417
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