Statistical identification in panel structural vector autoregressive models based on independence criteria
Helmut Herwartz, Shu Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Herwartz, Helmut ; Wang, Shu |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 39.2024, 4, p. 620-639
|
| Subject: | Euro area | financial conditions | independent component analysis | monetary policy | panel data | structural VAR | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Panel | Panel study | Eurozone | EU-Staaten | EU countries | Schock | Shock | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3044 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014562838