Pages that link to "Item:Q97969"

The following pages link to Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969):

Displaying 8 items.

• bsvars (Q97975) (← links)
• Structural vector autoregressions with Markov switching (Q846505) (← links)
• Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
• Bayesian inference on structural impulse response functions (Q4629405) (← links)
• Monetary policy, external instruments, and heteroskedasticity (Q6067210) (← links)
• A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
• Non-linear dimension reduction in factor-augmented vector autoregressions (Q6558551) (← links)
• Identification of Structural Vector Autoregressions by Stochastic Volatility (Q6620855) (← links)