The case for Divisia monetary statistics : a Bayesian time-varying approach
Year of publication: |
2018
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Authors: | Ellington, Michael |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 96.2018, p. 26-41
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Subject: | Divisia money | Frequency domain | Monetary policy | Time-varying parameter VAR | Geldpolitik | Geldmenge | Money supply | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätzung | Estimation |
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