ID | 280835 |
Title Proper | Bayesian VARs:A survey of the recent literature with an application to the European monetary system |
Language | ENG |
Author | Ciccarelli, Matteo ; Rebucci, Alessandro |
`In' analytical Note | In Chami, Ralph, Khan, Mohsin S. & Sharma, Sunil: Emerging issues in banking regulation. Washington. International Monetary Fund, 2003. --(IMF WP/03/101) |
Journal Source | In Chami, Ralph, Khan, Mohsin S. & Sharma, Sunil: Emerging issues in banking regulation. Washington. International Monetary Fund, 2003. --(IMF WP/03/101) |
Classification Number | IMF |
Key Words | Time-varying reaction function ; EMS ; Gibbs sampling ; Bayesian VAR |