Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy
Jouchi Nakajima; Munehisa Kasuya; Toshiaki Watanabe
Year of publication: |
2011
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Authors: | Nakajima, Jouchi ; Kasuya, Munehisa ; Watanabe, Toshiaki |
Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 25.2011, 3, p. 225-245
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Subject: | Makroökonomik | Macroeconomics | Geldpolitik | Monetary policy | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Japan | 1981-2008 |
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