Reducing the state space dimension in a large TVP-VAR

Author:

Chan Joshua C.C.,Eisenstat Eric,Strachan Rodney W.

Funder

Australian Research Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference43 articles.

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4. Unconventional monetary policy and the great recession: estimating the macroeconomic effects of a spread compression at the zero lower bound;Baumeister;Int. J. Central Bank.,2013

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