Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum
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- Marco Del Negro & Giorgio E. Primiceri, 2015. "Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1342-1345.
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More about this item
Keywords
Bayesian methods; time-varying volatility;JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-05-24 (Econometrics)
- NEP-ETS-2013-05-24 (Econometric Time Series)
- NEP-MAC-2013-05-24 (Macroeconomics)
- NEP-ORE-2013-05-24 (Operations Research)
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