Monetary policy and the stock market - A partly recursive SVAR estimator
Sascha Alexander Keweloh, Andre Seepe ; SFB 823
| Year of publication: |
November 26, 2020
|
|---|---|
| Authors: | Keweloh, Sascha Alexander ; Seepe, Andre |
| Institutions: | Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes (issuing body) |
| Publisher: |
[Dortmund] : SFB 823 |
| Subject: | SVAR | identification | non-Gaussian | recursive | stock market | monetary policy | Geldpolitik | Monetary policy | Aktienmarkt | Stock market | VAR-Modell | VAR model | Schock | Shock | Schätztheorie | Estimation theory | Schätzung | Estimation | Währungspolitik | Strukturelles vektor-autoregressives Modell |
| Extent: | 1 Online-Ressource (42 Seiten, 1,93 MB) Diagramme |
|---|---|
| Series: | Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823. - Dortmund, ZDB-ID 2572745-X. - Vol. Nr. 2020, 32 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 23-25 |
| Other identifiers: | 10.17877/DE290R-21722 [DOI] hdl:2003/39831 [Handle] |
| Classification: | Geld, Inflation, Kapitalmarkt ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012592608