German Institute for Economic Research (DIW Berlin)
Monetary policy, structural vector autoregressions, identification with external instruments, heteroskedasticity, Markov switching
Structural Vector Autoregression, Identification via Heteroskedasticity, Conditional Heteroskedasticity, Smooth Transition, Markov Switching, GARCH
Structural vector autoregression, conditional heteroskedasticity, GARCH, identification via heteroskedasticity
Structural vector autoregression, proxy VAR, identification through heteroskedasticity
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