A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-Bayesian local likelihood approach to time varying parameter VAR models |
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A quasi-Bayesian local likelihood approach to time varying parameter VAR models (English)
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2 September 2019
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time-varying parameters
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changing volatility
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monetary policy
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Bayesian methods
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