Estimating nonlinear business cycle mechanisms with linear vector autoregressions : a Monte Carlo study
Year of publication: |
2022
|
---|---|
Authors: | Kohler, Karsten ; Calvert Jump, Robert |
Subject: | Konjunkturforschung | Business cycle analysis | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation |
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