Identification in structural vector autoregressive models with structural changes, with an application to us monetary policy
Year of publication: |
2015
|
---|---|
Authors: | Bacchiocchi, Emanuele ; Fanelli, Luca |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 6, p. 761-779
|
Subject: | Strukturwandel | Structural change | Geldpolitik | Monetary policy | Geldpolitische Transmission | Monetary transmission | VAR-Modell | VAR model | Heteroskedastizität | Heteroscedasticity | USA | United States | 1954-2008 |
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