SVARs identification through bounds on the forecast error variance
Alessio Volpicella
| Year of publication: |
2022
|
|---|---|
| Authors: | Volpicella, Alessio |
| Subject: | Bounds | Forecast error variance | Monetary policy | Set identification | Sign restrictions | Structural vector autoregressions | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Geldpolitik | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Schätzung | Estimation | Schock | Shock |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1927742 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539513