Proxy SVAR identification of monetary policy shocks : Monte Carlo evidence and insights for the US
Helmut Herwartz, Hannes Rohloff, Shu Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Herwartz, Helmut ; Rohloff, Hannes ; Wang, Shu |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 139.2022, p. 1-22
|
| Subject: | External instruments | Heteroskedasticity | Monetary policy shocks | Proxy SVAR | Structural vector autoregression | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | USA | United States | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2022.104457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464923