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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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Literature Corpus work
4d6b5e76-e78c-59ea-aad4-4aed08d332b1
DOI
10.21203/rs.3.rs-3222276/v2
Open publication

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Inflation Transmission Diagnostics via a Bayesian Graph Vector Autoregressive Model with Markov SwitchingDOI 10.21203/rs.3.rs-3222276/v2
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