Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity

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Bibliographic Details

Authors and Corporations:	Lütkepohl, Helmut (Author), Woźniak, Tomasz (Author)
Other Authors:	Woźniak, Tomasz [Author]
Type of Resource:	E-Book
Language:	English
published:	Berlin DIW Berlin, German Institute for Economic Research 2017
Series:	Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 1707
Subjects:	Identification through heteroskedasticity Markov-Switching models Savage-Dickey Density Ratio monetary policy shocks Divisia Money Arbeitspapier Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen