Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (Q2691713)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models |
scientific article |
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Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (English)
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30 March 2023
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inverse Wishart prior
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Monte Carlo simulation
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price puzzle
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time varying parameter
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vector autoregression
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