Measuring dynamic pandemic-related policy effects: a time-varying parameter multi-level dynamic factor model approach

DOI10.1016/j.jedc.2022.104403zbMath1492.91200OpenAlexW4223429200MaRDI QIDQ2152312

Yong Shi, Yunlong Mi, Ling Zhou, Zongrun Wang

Publication date: 8 July 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104403

zbMATH Keywords

time-varying parameterBayesian shrinkage methoddynamic policy effectmultilevel dynamic factor

Mathematics Subject Classification ID

Medical epidemiology (92C60) Economic dynamics (91B55)

Uses Software

• gma

Cites Work

• Unnamed Item
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• Fiscal policy during a pandemic
• Principal components estimation and identification of static factors
• Stochastic model specification search for Gaussian and partial non-Gaussian state space models
• Hierarchical Shrinkage in Time‐Varying Parameter Models
• The Effects of Stringent and Mild Interventions for Coronavirus Pandemic
• OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS

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