Matches in SemOpenAlex for { <https://semopenalex.org/work/W3136453716> ?p ?o ?g. }
- W3136453716 endingPage "142" @default.
- W3136453716 startingPage "125" @default.
- W3136453716 abstract "Abstract We introduce a new class of time-varying parameter vector autoregressions (TVP-VARs) where the identified structural innovations are allowed to influence the dynamics of the coefficients in these models. An estimation algorithm and a parameterization conducive to model comparison are also provided. We apply our framework to the U.S. economy. Scenario analysis suggests that once accounting for the influence of structural shocks on the autoregressive coefficients, the effects of monetary policy on economic activity are larger and more persistent than in an otherwise standard TVP-VAR. Our results also indicate that cost-push shocks play a prominent role in understanding historical changes in inflation-gap persistence." @default.
- W3136453716 created "2021-03-29" @default.
- W3136453716 creator A5003034214 @default.
- W3136453716 creator A5061878543 @default.
- W3136453716 date "2023-01-01" @default.
- W3136453716 modified "2023-10-18" @default.
- W3136453716 title "Endogenous Time Variation in Vector Autoregressions" @default.
- W3136453716 cites W1480317529 @default.
- W3136453716 cites W1536025864 @default.
- W3136453716 cites W1826307119 @default.
- W3136453716 cites W1843545314 @default.
- W3136453716 cites W1981440392 @default.
- W3136453716 cites W2000709135 @default.
- W3136453716 cites W2001217919 @default.
- W3136453716 cites W2003631406 @default.
- W3136453716 cites W2010338547 @default.
- W3136453716 cites W2014399438 @default.
- W3136453716 cites W2015106170 @default.
- W3136453716 cites W2022589678 @default.
- W3136453716 cites W2037360823 @default.
- W3136453716 cites W2044819919 @default.
- W3136453716 cites W2070598023 @default.
- W3136453716 cites W2070720254 @default.
- W3136453716 cites W2086443874 @default.
- W3136453716 cites W2091039812 @default.
- W3136453716 cites W2103512689 @default.
- W3136453716 cites W2109425163 @default.
- W3136453716 cites W2110849068 @default.
- W3136453716 cites W2114090690 @default.
- W3136453716 cites W2126438535 @default.
- W3136453716 cites W2127952055 @default.
- W3136453716 cites W2132055478 @default.
- W3136453716 cites W2141894387 @default.
- W3136453716 cites W2153547836 @default.
- W3136453716 cites W2267837048 @default.
- W3136453716 cites W2614854554 @default.
- W3136453716 cites W2783511681 @default.
- W3136453716 cites W2890538235 @default.
- W3136453716 cites W2895357789 @default.
- W3136453716 cites W3121515033 @default.
- W3136453716 cites W3121786260 @default.
- W3136453716 cites W3123147759 @default.
- W3136453716 cites W3123291496 @default.
- W3136453716 cites W3123492597 @default.
- W3136453716 cites W3123530756 @default.
- W3136453716 cites W3123664172 @default.
- W3136453716 cites W3123970111 @default.
- W3136453716 cites W3124444187 @default.
- W3136453716 cites W3124914874 @default.
- W3136453716 cites W3125888116 @default.
- W3136453716 cites W3125912523 @default.
- W3136453716 cites W4211177544 @default.
- W3136453716 cites W4246628215 @default.
- W3136453716 doi "https://doi.org/10.1162/rest_a_01038" @default.
- W3136453716 hasPublicationYear "2023" @default.
- W3136453716 type Work @default.
- W3136453716 sameAs 3136453716 @default.
- W3136453716 citedByCount "0" @default.
- W3136453716 crossrefType "journal-article" @default.
- W3136453716 hasAuthorship W3136453716A5003034214 @default.
- W3136453716 hasAuthorship W3136453716A5061878543 @default.
- W3136453716 hasBestOaLocation W31364537162 @default.
- W3136453716 hasConcept C121332964 @default.
- W3136453716 hasConcept C126285488 @default.
- W3136453716 hasConcept C133029050 @default.
- W3136453716 hasConcept C139719470 @default.
- W3136453716 hasConcept C149782125 @default.
- W3136453716 hasConcept C159877910 @default.
- W3136453716 hasConcept C162324750 @default.
- W3136453716 hasConcept C187736073 @default.
- W3136453716 hasConcept C200941418 @default.
- W3136453716 hasConcept C2778334786 @default.
- W3136453716 hasConcept C33332235 @default.
- W3136453716 hasConcept C44870925 @default.
- W3136453716 hasConcept C96250715 @default.
- W3136453716 hasConceptScore W3136453716C121332964 @default.
- W3136453716 hasConceptScore W3136453716C126285488 @default.
- W3136453716 hasConceptScore W3136453716C133029050 @default.
- W3136453716 hasConceptScore W3136453716C139719470 @default.
- W3136453716 hasConceptScore W3136453716C149782125 @default.
- W3136453716 hasConceptScore W3136453716C159877910 @default.
- W3136453716 hasConceptScore W3136453716C162324750 @default.
- W3136453716 hasConceptScore W3136453716C187736073 @default.
- W3136453716 hasConceptScore W3136453716C200941418 @default.
- W3136453716 hasConceptScore W3136453716C2778334786 @default.
- W3136453716 hasConceptScore W3136453716C33332235 @default.
- W3136453716 hasConceptScore W3136453716C44870925 @default.
- W3136453716 hasConceptScore W3136453716C96250715 @default.
- W3136453716 hasIssue "1" @default.
- W3136453716 hasLocation W31364537161 @default.
- W3136453716 hasLocation W31364537162 @default.
- W3136453716 hasLocation W31364537163 @default.
- W3136453716 hasOpenAccess W3136453716 @default.
- W3136453716 hasPrimaryLocation W31364537161 @default.
- W3136453716 hasRelatedWork W1593944516 @default.
- W3136453716 hasRelatedWork W2000400776 @default.
- W3136453716 hasRelatedWork W2073767706 @default.
- W3136453716 hasRelatedWork W2106466777 @default.