Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
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Publication:4586180
DOI10.3982/QE305zbMath1398.62223MaRDI QIDQ4586180
Fernando J. Pérez Forero, Fabio Canova
Publication date: 12 September 2018
Published in: Quantitative Economics (Search for Journal in Brave)
Metropolis algorithmmonetary transmission mechanismidentification restrictionstime-varying coefficient structural VAR models
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Uses Software
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