An impulse-response function for a VAR with multivariante GARCH-in-Mean that incorporates direct and indirect transmission of shocks
Chew Lian Chua; Sandy Suardi; Sarantis Tsiaplias
| Year of publication: |
2012
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|---|---|
| Authors: | Chua, Chew Lian ; Suardi, Sandy ; Tsiaplias, Sarantis |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 117.2012, 2, p. 452-454
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| Subject: | Schock | Shock | VAR-Modell | VAR model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009674716