A new approach to identifying the real effects of uncertainty shocks
Minchul Shin, Molin Zhong
| Year of publication: |
2020
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|---|---|
| Authors: | Shin, Minchul ; Zhong, Molin |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 2, p. 367-379
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| Subject: | Multivariate stochastic volatility | Sign restrictions | Uncertainty | Vector autoregression | Volatility-in-mean | Wishart process | Volatilität | Volatility | VAR-Modell | VAR model | Risiko | Risk | Schock | Shock | Konjunktur | Business cycle | Schätztheorie | Estimation theory | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1506342 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262481