How certain are we about the role of uncertainty in the economy?
Helmut Herwartz, Alexander Lange
| Year of publication: |
2024
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|---|---|
| Authors: | Herwartz, Helmut ; Lange, Alexander |
| Published in: |
Economic inquiry. - Hoboken, NJ : Wiley-Blackwell, ISSN 1465-7295, ZDB-ID 2016121-9. - Vol. 62.2024, 1, p. 126-149
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| Subject: | heteroskedasticity | independent components | model selection | non-Gaussianity | structural vector autoregression | uncertainty shocks | VAR-Modell | VAR model | Risiko | Risk | Schock | Shock | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ecin.13166 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483714