A joint impulse response function for vector autoregressive models
Thomas F.P. Wiesen, Paul M. Beaumont
| Year of publication: |
2024
|
|---|---|
| Authors: | Wiesen, Thomas F. P. ; Beaumont, Paul Michael |
| Subject: | Coronavirus | COVID-19 | Forecast error variance decomposition | Generalized IRF | International financial spillovers | Multiple shocks | Simultaneous impulses | Volatility transmissions | VAR-Modell | VAR model | Schock | Shock | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Dekompositionsverfahren | Decomposition method | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02496-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014519875