The horseshoe prior for time-varying parameter VARs and monetary policy (Q2246638)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The horseshoe prior for time-varying parameter VARs and monetary policy |
scientific article |
Statements
The horseshoe prior for time-varying parameter VARs and monetary policy (English)
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16 November 2021
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TVP-VAR
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global-local prior
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monetary policy
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