Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180)
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scientific article; zbMATH DE number 6935671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions |
scientific article; zbMATH DE number 6935671 |
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Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (English)
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12 September 2018
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time-varying coefficient structural VAR models
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Metropolis algorithm
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identification restrictions
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monetary transmission mechanism
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