Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
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- Niko Hauzenberger & Michael Pfarrhofer, 2021. "Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(4), pages 1261-1291, October.
- Niko Hauzenberger & Michael Pfarrhofer, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Papers 1911.06206, arXiv.org, revised Sep 2020.
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- Hauzenberger, Niko & Pfarrhofer, Michael & Stelzer, Anna, 2021.
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More about this item
Keywords
production networks; monetary policy shocks; high-frequency identi cation; spatio-temporal modeling;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
- R11 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Regional Economic Activity: Growth, Development, Environmental Issues, and Changes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2019-11-25 (Monetary Economics)
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