Tractable Bayesian estimation of smooth transition vector autoregressive models (Q6864779)
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scientific article; zbMATH DE number 8154075
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| English | Tractable Bayesian estimation of smooth transition vector autoregressive models |
scientific article; zbMATH DE number 8154075 |
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Tractable Bayesian estimation of smooth transition vector autoregressive models (English)
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3 February 2026
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nonlinear models
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Bayesian econometrics
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proxy SVARs
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monetary policy shocks
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