Showing 141 - 150 of 383
Persistent link: https://www.econbiz.de/10003793217
Persistent link: https://www.econbiz.de/10003996095
Persistent link: https://www.econbiz.de/10008746344
Persistent link: https://www.econbiz.de/10003389309
Persistent link: https://www.econbiz.de/10009502334
Persistent link: https://www.econbiz.de/10011333148
Persistent link: https://www.econbiz.de/10009765939
This note corrects a mistake in the estimation algorithm of the time-varying structural vector autoregression model of Primiceri (2005) and proposes a new algorithm that correctly applies the procedure proposed by Kim, Shephard, and Chib (1998) to the estimation of VAR or DSGE models with...
Persistent link: https://www.econbiz.de/10009744671
Persistent link: https://www.econbiz.de/10009667207
Persistent link: https://www.econbiz.de/10011502293