We document the transmission of monetary policy and risk-premium shocks in Hungary, by applying recent advances in the Bayesian estimation of large VAR models. The method allows extracting information ...
This is a preview. Log in through your library . Abstract In this paper, we derive restrictions for Granger noncausality in MS-VAR models and show under what conditions a variable does not affect the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback