Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs
Year of publication: |
2012-05
|
---|---|
Authors: | Canova, Fabio ; Forero, Fernando J. PĂ©rez |
Institutions: | Barcelona Graduate School of Economics (Barcelona GSE) |
Subject: | Non-recursive overidentified SVARs | Time-varying coefficient models | Bayesian methods | Monetary transmission mechanism |
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