Structural scenario analysis with SVARs
Year of publication: |
2021
|
---|---|
Authors: | Antolín-Díaz, Juan ; Petrella, Ivan ; Rubio-Ramírez, Juan Francisco |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 117.2021, p. 798-815
|
Subject: | Bayesian methods | Conditional forecasts | Forward guidance | Stress testing | SVARs | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Szenariotechnik | Scenario analysis | Prognose | Forecast | Wirtschaftsprognose | Economic forecast | Schock | Shock |
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