Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach
Year of publication: |
2013-12-09
|
---|---|
Authors: | Kulikov, Dmitry ; Netšunajev, Aleksei |
Institutions: | Eesti Pank |
Subject: | Markov switching model | volatility regimes | Bayesian inference | monetary policy shocks | SVAR analysis |
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