Open AccessInference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations
Author(s) -
Christiane Baumeister,
James D. Hamilton
Publication year - 2018
Language(s) - English
Resource type - Reports
DOI - 10.3386/w24597
Subject(s) - inference , economics , monetary policy , econometrics , vector autoregression , macroeconomics , computer science , artificial intelligence