Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Christiane Baumeister, James D. Hamilton
Year of publication: |
2018
|
---|---|
Authors: | Baumeister, Christiane ; Hamilton, James D. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 100.2018, p. 48-65
|
Subject: | Historical decompositions | Impulse-response functions | Informative priors | Model uncertainty | Monetary policy | Set identification | Structural vector autoregressions | Geldpolitik | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Dekompositionsverfahren | Decomposition method | Induktive Statistik | Statistical inference | Makroökonomisches Modell | Macroeconomic model | Theorie | Theory | Modellierung | Scientific modelling |
Saved in:
Online Resource