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Addressing COVID-19 outliers in BVARs with stochastic volatility

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Authors and Corporations: Carriero, Andrea (Author), Clark, Todd E. (Author), Marcellino, Massimiliano (Author), Mertens, Elmar (Author)
Other Authors: Clark, Todd E. 1963- [Author] • Marcellino, Massimiliano 1970- [Author] • Mertens, Elmar [Author]
Type of Resource: E-Book
Language: English
Frankfurt am Main Deutsche Bundesbank [2022]
Series: Deutsche Bundesbank: Discussion paper ; no 2022, 13
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISBN: 9783957298812