SVARs with occasionally-binding constraints
type: Item
instance of: scholarly article
title: SVARs with occasionally-binding constraints
author: S. Borağan Aruoba
author: Marko Mlikota
author: Frank Schorfheide
author: Sergio Villalvazo
published in: Journal of Econometrics
publication date: 2022-12-14T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7633049
zbMATH Keywords: Bayesian inference
zbMATH Keywords: effective lower bound
zbMATH Keywords: limited dependent variables
zbMATH Keywords: sequential Monte Carlo methods
zbMATH Keywords: structural VARs
zbMATH Keywords: shadow rate
MaRDI profile type: Publication
full work available at URL: j.jeconom.2021.07.013
OpenAlex ID: W3137289603
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cites work: Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
DOI: 10.1016/J.JECONOM.2021.07.013
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description: scientific article; zbMATH DE number 7633049