Impulse response analysis in conditional quantile models with an application to monetary policy
Dong Jin Lee, Tae-Hwan Kim, Paul Mizen
| Year of publication: |
2021
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|---|---|
| Authors: | Lee, Dong Jin ; Kim, Tae-hwan ; Mizen, Paul |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-21
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| Subject: | Quantile vector autoregression | Monetary policy shock | Quantile impulse response function | Structural vector autoregression | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Schock | Shock | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012668504