Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity

Documenti analoghi

• High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks
  di: Pfarrhofer, Michael, et al.
  Pubblicazione: (2019)
• Estimating overidentified linear models with heteroskedasticity and outliers
  di: Wang, Lei Bill
  Pubblicazione: (2023)
• Partially identified heteroskedastic SVARs
  di: Bacchiocchi, Emanuele, et al.
  Pubblicazione: (2024)
• A Bayesian nonlinear stationary model with multiple frequencies for business cycle analysis
  di: Lenart, Łukasz, et al.
  Pubblicazione: (2024)
• Overidentification testing with weak instruments and heteroskedasticity
  di: Lane, Stuart, et al.
  Pubblicazione: (2025)