A joint impulse response function for vector autoregressive models
Thomas F.P. Wiesen, Paul M. Beaumont
| Year of publication: |
2024
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| Authors: | Wiesen, Thomas F. P. ; Beaumont, Paul Michael |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 66.2024, 4, p. 1553-1585
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| 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 |
| 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