Media type: E-Book Title: A class of time-varying parameter structural VARs for inference under exact or set identification Contributor: Bognanni, Mark [Author] Published: [Cleveland, OH]: Federal Reserve Bank of Cleveland, 2018 Published in: Federal Reserve Bank of Cleveland: Federal Reserve Bank of Cleveland working paper series ; 201801100 Extent: 1 Online-Ressource (circa 61 Seiten); Illustrationen Language: English DOI: 10.26509/frbc-wp-201811 Identifier: Keywords: Interbank market ; liquidity regulation ; market experiments ; Graue Literatur Origination: Footnote: Access State: Open Access