SVARs with occasionally-binding constraints
From MaRDI portal
Publication:2106378
DOI10.1016/J.JECONOM.2021.07.013OpenAlexW3137289603MaRDI QIDQ2106378
Sergio Villalvazo, S. Borağan Aruoba, Frank Schorfheide, Marko Mlikota
Publication date: 14 December 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.07.013
Bayesian inferencesequential Monte Carlo methodsstructural VARseffective lower boundlimited dependent variablesshadow rate
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Related Items (1)
Cites Work
- Inference in hidden Markov models.
- Bayesian and Frequentist Inference in Partially Identified Models
- Identification at the Zero Lower Bound
- Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
- Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes
- Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
- Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
- SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
- Monte Carlo strategies in scientific computing
This page was built for publication: SVARs with occasionally-binding constraints