Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Sebastian Breitfuß"'
Publikováno v:
German Economic Review. 20:447-470
In this paper, we investigate US monetary policy and its time-varying effects over more than 130 years. For that purpose, we use a Bayesian time-varying parameter vector autoregression that features modern shrinkage priors and stochastic volatility.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59843a9456c0f4f6ba5669446938d5de
https://doi.org/10.1111/geer.12154
https://doi.org/10.1111/geer.12154
Publikováno v:
German Economic Review; Nov2019, Vol. 20 Issue 4, p447-470, 24p