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Bayesian statistics / Vector autoregression / Statistical theory / Economic model / Demand for money / Statistical inference / Autoregressive conditional heteroskedasticity / Regression analysis / A priori / Statistics / Econometrics / Time series analysis


Identifying Monetary Policy Shocks via Heteroskedasticity: a Bayesian Approach Dmitry Kulikov, Aleksei Netšunajev Working Paper Series
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Document Date: 2013-10-21 08:39:56

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File Size: 470,71 KB

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United States / /

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IndustryTerm

medium-scale monetary policy systems / empirical applications / intricate numerical algorithms / validated using the medium-scale monetary policy systems / /

Organization

Eesti Pank / Bank of Estonia / /

Person

Horn / Approach Dmitry Kulikov / Johnson / Karsten Staehr / Aleksei Netšunajev / Helmut Lütkepohl / Lenno Uusküla / /

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Position

researcher term / author / SVAR analysis Author / second author / official views / /

Technology

intricate numerical algorithms / /

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http /

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