Effects of idiosyncratic shocks on macroeconomic time series
Year of publication: |
2018
|
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Authors: | Yang, Minxian |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 4, p. 1441-1461
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Subject: | Error factor | Granger causality | Identification | Impulse responses | Monetary neutrality | Phillips curve | Vector autoregression | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Phillips-Kurve | Schock | Shock | Kausalanalyse | Causality analysis | Schätzung | Estimation | Geldpolitik | Monetary policy | Schätztheorie | Estimation theory | Kointegration | Cointegration |
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