Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks (Q75585)

From MaRDI portal
scientific article from arXiv
Language Label Description Also known as
English
Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks
scientific article from arXiv

    Statements

    9 July 2020
    0 references
    econ.EM
    0 references
    stat.ME
    0 references
    0 references

    Identifiers