A regularized structural factor-augmented vector autoregressive model
Maurizio Daniele, Julie Schnaitmann
| Year of publication: |
July 2019
|
|---|---|
| Authors: | Daniele, Maurizio ; Schnaitmann, Julie |
| Publisher: |
Konstanz : GSDS – Graduate School of Decision Sciences, University of Konstanz |
| Subject: | Factor-augmented VAR model | SVAR | L1-regularization | Monetary policy shock | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Schock | Shock | Schätzung | Estimation | Geldpolitische Transmission | Monetary transmission | Wirkungsanalyse | Impact assessment | Theorie | Theory |
| Extent: | 1 Online-Ressource (circa 78 Seiten) Illustrationen |
|---|---|
| Series: | GSDS working paper. - Konstanz : GSDS - Graduate School of Decision Sciences, University of Konstanz, ISSN 2365-4120, ZDB-ID 2967459-1. - Vol. no. 2019, 02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122962