Inference based on time-varying SVARs identified with time restrictions
Jonas E. Arias, Juan F. Rubio-Ramírez, Minchul Shin, Daniel F. Waggoner
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Arias, Jonas E. ; Rubio-Ramírez, Juan Francisco ; Shin, Minchul ; Waggoner, Daniel F. |
| Publisher: |
Philadelphia, PA : Research Department, Federal Reserve Bank of Philadelphia |
| Subject: | time-varying parameters | structural vector autoregressions | identification | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Schock | Shock | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 74 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Federal Reserve Bank of Philadelphia, Research Department. - Philadelphia, Pa., ZDB-ID 2394742-1. - Vol. 24, 18 (November 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.21799/frbp.wp.2024.18 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015340162