Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
Year of publication: |
2009-11
|
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Authors: | Ahmadi, Pooyan Amir ; Ritschl, Albrecht |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Great Depression | monetary policy | Bayesian FAVAR | Dynamic Factor Model | Gibb Sampling |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2009-054 68 pages |
Classification: | N12 - U.S.; Canada: 1913- ; E37 - Forecasting and Simulation ; E47 - Forecasting and Simulation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications |
Source: |
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Depression econometrics: A FAVAR model of monetary policy during the great depression
Ahmadi, Pooyan Amir, (2009)
-
Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
Ahmadi, Pooyan Amir, (2009)
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Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
Ahmadi, Pooyan Amir, (2010)
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