Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables
Alexander Chudik and Georgios Georgiadis
| Year of publication: |
2022
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| Authors: | Chudik, Alexander ; Georgiadis, Georgios |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 3, p. 965-979
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| Subject: | Estimation and inference | Impulse response functions | Mixed frequencies | Temporal aggregation | VAR models | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schock | Shock | Schätzung | Estimation | Aggregation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1889567 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539400