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DP14271 Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions 智库出版物
2020
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Structural vector autoregressions  Sign restrictions  Identified set  Informative priors  Bayesian inference  monetary policy  Capital flows  
DP12911 Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations 智库出版物
2018
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Structural vector autoregressions  Set identification  Informative priors  Model uncertainty  monetary policy  Impulse-response functions  Historical decompositions