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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
