Article
Inflation Transmission Diagnostics via a Bayesian Graph Vector Autoregressive Model with Markov Switching
2024-04-01
Abstract excerpt
<title>Abstract</title> <p>The transmission of inflation is a widespread occurrence, and managing inflationary pres-sures is a crucial macroeconomic challenge. Although inflation is a typical macroeconomic variable, its contemporaneous and lagged causal relationships have not been thoroughly investigated, which could result in missing important policy insights. The Bayesian graph vector autoregression (BGVAR) mod...
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Identifiers and source
- Literature Corpus work
- 4d6b5e76-e78c-59ea-aad4-4aed08d332b1
- DOI
- 10.21203/rs.3.rs-3222276/v2
