Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis
Year of publication: |
2014
|
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Authors: | Herwartz, Helmut ; Plödt, Martin |
Publisher: |
Kiel und Hamburg : ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | 818740957 [GVK] hdl:10419/100326 [Handle] RePEc:zbw:vfsc14:100326 [RePEc] |
Classification: | C32 - Time-Series Models ; E47 - Forecasting and Simulation ; C10 - Econometric and Statistical Methods: General. General |
Source: |
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