A hybrid time-varying parameter Bayesian VAR analysis of Okun's law in the United States

DOI10.1016/J.ECONLET.2020.109622zbMath1457.91218OpenAlexW3093739819MaRDI QIDQ2226859

Pär Österholm, Sune Karlsson

Publication date: 9 February 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109622

zbMATH Keywords

model selectiontime-varying parametersunemploymentBayesian VARGDP growth

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Labor markets (91B39)

Uses Software

• bvarsv

Cites Work

• Estimating the dimension of a model
• Comparing hybrid time-varying parameter VARs
• Bayes Factors
• Time Varying Structural Vector Autoregressions and Monetary Policy

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