Stochastic model specification search for time-varying parameter VARs
Year of publication: |
2016
|
---|---|
Authors: | Eisenstat, Eric ; Chan, Joshua ; Strachan, Rodney W. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1638-1665
|
Subject: | Bayesian Lasso | Fiscal policy | Shrinkage | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Modellierung | Scientific modelling | Schätzung | Estimation | Öffentliche Finanzen | Public finance | Volatilität | Volatility | Finanzpolitik | Theorie | Theory |
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