Identifying structural vector autoregression via leptokurtic economic shocks
Markku Lanne, Keyan Liu, and Jani Luoto
| Year of publication: |
2023
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| Authors: | Lanne, Markku ; Liu, Keyan ; Luoto, Jani |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 4, p. 1341-1351
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| Subject: | Carbon dioxide emissions | Gasoline tax | Generalized method of moments | Non-Gaussian time series | Structural vector autoregression | VAR-Modell | VAR model | Treibhausgas-Emissionen | Greenhouse gas emissions | Schock | Shock | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Momentenmethode | Method of moments | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2134872 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448648