Open AccessLiquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-Varying Parameter VAR
Author(s) -
Michael Ellington,
Chris Florackis,
Costas Milas
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2882489
Subject(s) - market liquidity , economics , econometrics , bayesian probability , bayesian vector autoregression , real gross domestic product , monetary economics , statistics , mathematics
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