Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
Christiane Baumeister and James Hamilton
| Year of publication: |
04 January 2020
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|---|---|
| Authors: | Baumeister, Christiane ; Hamilton, James D. |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | structural vector autoregressions | sign restrictions | identified set | informative priors | Bayesian inference | monetary policy | Capital Flows | VAR-Modell | VAR model | Bayes-Statistik | Geldpolitik | Monetary policy | Schock | Shock | Theorie | Theory | Modellierung | Scientific modelling |
| Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP14271 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196352