Infinite-variance, alpha-stable shocks in monetary SVAR
Greg Hannsgen
| Year of publication: |
2012
|
|---|---|
| Authors: | Hannsgen, Greg |
| Published in: |
International review of applied economics. - Abingdon : Routledge, ISSN 0269-2171, ZDB-ID 626429-3. - Vol. 26.2012, 6, p. 755-786
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| Subject: | vector autoregression | Lévy-stable distribution | infinite variance | monetary policy shocks | structural identification | VAR-Modell | VAR model | Schock | Shock | Geldpolitik | Monetary policy | Theorie | Theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10009719299