Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model

DOI10.1111/rssa.12439MaRDI QIDQ6668785

Jesús Crespo Cuaresma, Martin Feldkircher, Gernot Doppelhofer, Florian Huber

Publication date: 22 January 2025

Published in: Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

zbMATH Keywords

spilloversglobalizationzero lower boundmixture innovation models

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

This page was built for publication: Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model