Structural vector autoregressions with smooth transition in variances
Helmut Lütkepohl, Aleksei Netšunajev
| Year of publication: |
November 2017
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|---|---|
| Authors: | Lütkepohl, Helmut ; Netšunajev, Aleksei |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 84.2017, p. 43-57
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| Subject: | Identification via heteroskedasticity | Monetary policy shocks | Smooth transition VAR models | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Schock | Shock | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2017.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011916171