Modeling macro-financial linkages : combined impulse response functions in SVAR models
Dobromił Serwa, Piotr Wdowiński
| Year of publication: |
2017
|
|---|---|
| Authors: | Serwa, Dobromił ; Wdowiński, Piotr |
| Published in: |
Central European journal of economic modelling and econometrics. - Lodz : Polish Academy of Sciences, ISSN 2080-0886, ZDB-ID 2529553-6. - Vol. 9.2017, 4, p. 323-357
|
| Subject: | vector autoregression | Cholesky decomposition | combined impulse response | banking sector | real economy | VAR-Modell | VAR model | Schock | Shock | Bank | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| 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/10011929595