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Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy
Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - 2009
Persistent link: https://www.econbiz.de/10003854786
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Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy
Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - In: Journal of the Japanese and international economies : … 25 (2011) 3, pp. 225-245
Persistent link: https://www.econbiz.de/10009310792
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Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy
Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - 2009
Persistent link: https://www.econbiz.de/10003843389
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Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - Institute for Monetary and Economic Studies, Bank of Japan - 2009
This paper analyzes the time-varying parameter vector autoregressive (TVP-VAR) model for the Japanese economy and monetary policy. The time-varying parameters are estimated via the Markov chain Monte Carlo method and the posterior estimates of parameters reveal the time-varying structure of the...
Persistent link: https://www.econbiz.de/10004972461
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Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - Institute of Economic Research, Hitotsubashi University - 2009
This paper analyzes the time-varying parameter vector autoregressive (TVP-VAR) model for the Japanese economy and monetary policy. The time-varying parameters are estimated via the Markov chain Monte Carlo method and the posterior estimates of parameters reveal the time-varying structure of the...
Persistent link: https://www.econbiz.de/10005034714