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- Sun Mar 01, 2020 2:11 am
- Forum: Econometric Discussions
- Topic: Application of NonLinear SVAR
- Replies: 0
- Views: 10072
Application of NonLinear SVAR
Good Day All, I am working on a study that involves the response of monetary policy to oil price shocks and the effectiveness of monetary policy during expansion and contraction. I, therefore plan to go as follows: 1. I propose to use Time-Varying Coefficients Structural VAR (TVC-SVAR) or TVC-SVAR w...