Impulse response functions in the dynamic stochastic general equilibrium vector autoregression model
Renata Wróbel-Rotter
| Year of publication: |
2016
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|---|---|
| Authors: | Wróbel-Rotter, Renata |
| Published in: |
Central European journal of economic modelling and econometrics. - Lodz : Polish Academy of Sciences, ISSN 2080-0886, ZDB-ID 2529553-6. - Vol. 8.2016, 2, p. 93-114
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| Subject: | dynamic stochastic general equilibrium vector autoregression | DSGE-VAR | impulse response functions | marginal data density | VAR-Modell | VAR model | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis | Schock | Shock | Schätztheorie | Estimation theory | Geldpolitik | Monetary policy | Stochastischer Prozess | Stochastic process | Allgemeines Gleichgewicht | General equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634888