Changing impact of shocks : a time-varying proxy svar approach
Haroon Mumtaz, Katerina Petrova
| Year of publication: |
2023
|
|---|---|
| Authors: | Mumtaz, Haroon ; Petrova, Katerina |
| Subject: | proxy VAR | stochastic volatility | tax shocks | time-varying parameters | Schock | Shock | VAR-Modell | VAR model | Volatilität | Volatility | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jmcb.12946 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014306066