Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969)
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scientific article; zbMATH DE number 7202054
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| English | Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity |
scientific article; zbMATH DE number 7202054 |
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113
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103862
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April 2020
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19 May 2020
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (English)
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divisia money
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identification through heteroskedasticity
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monetary policy rules
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Savage-Dickey density ratio
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0.813491702079773
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0.8019385933876038
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0.7955420613288879
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0.7865381836891174
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0.7787635326385498
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