The evolving transmission of uncertainty shocks in the United Kingdom
Year of publication: |
2016
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Authors: | Mumtaz, Haroon |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 4.2016, 1, p. 1-18
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Subject: | TVP-VAR | stochastic volatility | uncertainty shocks | Großbritannien | United Kingdom | Schock | Shock | Risiko | Risk | Volatilität | Volatility | Konjunktur | Business cycle | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Wirkungsanalyse | Impact assessment |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics4010016 [DOI] hdl:10419/171869 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
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