Partial identification of heteroskedastic structural VARs: theory and Bayesian inference

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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:

Subjects:

Identification Through Heteroskedasticity

Stochastic Volatility

Non-centred Parameterisation

Shrinkage Prior

Normal Product Distribution

Tax Shocks

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers