Simulation evidence on theory-based and statistical identification under volatility breaks
Helmut Herwartz and Martin Plödt
| Year of publication: |
February 2016
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|---|---|
| Authors: | Herwartz, Helmut ; Plödt, Martin |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 78.2016, 1, p. 94-112
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| Subject: | Strukturbruch | Structural break | Schock | Shock | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12098 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011494636