Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand

Empirical Economics

Volumn 39, Issue 2, 2010, Pages 537-558

  Bloor, Chris ^a   Matheson, Troy ^a  

^a RESERVE BANK OF NEW ZEALAND   (New Zealand)

Author keywords

Bayesian VAR; Impulse responses

Indexed keywords

BAYESIAN ANALYSIS; ECONOMIC ANALYSIS; MACROECONOMICS; MONETARY POLICY; NUMERICAL MODEL; TIME SERIES ANALYSIS; VECTOR AUTOREGRESSION;

NEW ZEALAND;

EID: 77956881179     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-009-0317-3     Document Type: Article

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