A new approach to identifying the real effects of uncertainty shocks
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
|
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 |
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