Macroeconomic uncertainty and vector autoregressions
Mario Forni, Luca Gambetti and Luca Sala
| Year of publication: |
21 January 2021
|
|---|---|
| Authors: | Forni, Mario ; Gambetti, Luca ; Sala, Luca |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Keywords: Uncertainty shocks | VAR models | OLS estimation | stochastic volatility | VAR-Modell | VAR model | Risiko | Risk | Volatilität | Volatility | Schock | Shock | Schätztheorie | Estimation theory | Schätzung | Estimation | Kleinste-Quadrate-Methode | Least squares method | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle |
| Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP15692 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012417673