Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
Year of publication: |
2012-04
|
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Authors: | Nakajima, Jouchi ; Watanabe, Toshiaki |
Institutions: | Institute of Economic Research, Hitotsubashi University |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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