Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables
Year of publication: |
2019
|
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Authors: | Chudik, Alexander ; Georgiadis, Georgios |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Mixed frequencies | temporal aggregation | impulse response functions | estimationand inference | VAR models |
Series: | ECB Working Paper ; 2307 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-3569-2 |
Other identifiers: | 10.2866/527667 [DOI] 1675742227 [GVK] hdl:10419/208341 [Handle] |
Classification: | C22 - Time-Series Models |
Source: |
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Chudik, Alexander, (2019)
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Chudik, Alexander, (2022)
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Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002
Lindé, Jesper, (2003)
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Chudik, Alexander, (2020)
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Chudik, Alexander, (2019)
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Chudik, Alexander, (2021)
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