Work

Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy

Year: 2011

Type: article

Source: Journal of the Japanese and International Economies

DOI: 10.1016/j.jjie.2011.07.004

Authors: Jouchi Nakajima, Munehisa Kasuya, Toshiaki Watanabe

Institutions: Duke University, Bank of Japan, Hitotsubashi University, Institute of Economic Research, Hitotsubashi University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Ministry of Education, Culture, Sports, Science and Technology, Japan Society for the Promotion of Science

Awards: Bayesian econometric analysis of financial risk and economic behavior, Econometric Analysis of Macroeconomic Policy under Financial Crisis

OpenAlex ID: W2120250645

FWCI: 19.62

Cites: 35

Cited by: 307

Related to: 10