Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7202054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity |
scientific article; zbMATH DE number 7202054 |
Statements
113
0 references
103862
0 references
April 2020
0 references
19 May 2020
0 references
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (English)
0 references
divisia money
0 references
identification through heteroskedasticity
0 references
monetary policy rules
0 references
Savage-Dickey density ratio
0 references
0 references
0 references
0 references
0 references
0 references
0.813491702079773
0 references
0.8019385933876038
0 references
0.7955420613288879
0 references
0.7865381836891174
0 references
0.7787635326385498
0 references
Helmut Lütkepohl
0 references
