Generalized impulse response analysis in a fractionally integrated vector autoregressive model
| Year of publication: |
2013
|
|---|---|
| Authors: | Do, Hung Xuan ; Brooks, Robert Darren ; Treepongkaruna, Sirimon |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 118.2013, 3, p. 462-465
|