Generalized impulse responses of vector autoregressions with time-varying coefficients
Year of publication: |
2001
|
---|---|
Authors: | Neumann, Thorsten |
Publisher: |
Kiel : Inst. für Statistik und Ökonometrie |
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Börsenkurs | Share price | Schock | Shock | Preiskonvergenz | Price convergence | Schätzung | Estimation | Deutschland | Germany | Belgien | Belgium | Niederlande | Netherlands |
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