Pages that link to "Item:Q4586180"
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The following pages link to Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180):
Displaying 13 items.
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US (Q957222) (← links)
- Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
- Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks (Q2054847) (← links)
- On fiscal and monetary policy-induced macroeconomic volatility dynamics (Q2246607) (← links)
- A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
- Large time-varying parameter VARs (Q2453080) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series (Q4973625) (← links)
- THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES (Q5744887) (← links)
- Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
- A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
- UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY (Q6203447) (← links)
