Data-driven identification in SVARs : when and how can statistical characteristics be used to unravel causal relationships?

Helmut Herwartz, Alexander Lange, Simone Maxand

Year of publication:	2022
Authors:	Herwartz, Helmut ; Lange, Alexander ; Maxand, Simone
Subject:	heteroskedasticity \| independent components \| model selection \| non-Gaussianity \| structural shocks \| VAR-Modell \| VAR model \| Schock \| Shock \| Theorie \| Theory \| Kausalanalyse \| Causality analysis \| Zeitreihenanalyse \| Time series analysis \| Heteroskedastizität \| Heteroscedasticity

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