The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR
Year of publication: |
2017
|
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Authors: | Prüser, Jan ; Schlösser, Alexander |
Publisher: |
Essen : RWI - Leibniz-Institut für Wirtschaftsforschung |
Subject: | TVP-FAVAR | economic policy uncertainty | fat data | hyperparameter | European Monetary Union | hierarchical prior |
Series: | Ruhr Economic Papers ; 708 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86788-826-4 |
Other identifiers: | 10.4419/86788826 [DOI] 895427508 [GVK] hdl:10419/167604 [Handle] RePEc:zbw:rwirep:708 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; E20 - Consumption, Saving, Production, Employment, and Investment. General ; E60 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook. General |
Source: |
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The effects of economic policy uncertainty on European economies : evidence from a TVP-FAVAR
Prüser, Jan, (2017)
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On the time-varying effects of economic policy uncertainty on the US economy
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On the time-varying effects of economic policy uncertainty on the US economy
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On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy
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On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy
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