Partial identification of heteroskedastic structural VARs: theory and Bayesian inference

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Bibliographic Details

Authors and Corporations:	Lütkepohl, Helmut (Author), Shang, Fei (Author), Uzeda, Luis (Author), Woźniak, Tomasz (Author)
Other Authors:	Shang, Fei [Author] • Uzeda, Luis [Author] • Woźniak, Tomasz [Author]
Type of Resource:	E-Book
Language:	English
published:	Berlin DIW Berlin, German Institute for Economic Research 2024
Series:	Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 2081
Subjects:	Identification Through Heteroskedasticity Stochastic Volatility Non-centred Parameterisation Shrinkage Prior Normal Product Distribution Tax Shocks Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen