The impact of uncertainty shocks under measurement error : a proxy SVAR approach
Andrea Carriero; Haroon Mumtaz; Konstantinos Theodoridis; Angeliki Theophilopoulou
| Year of publication: |
2015
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|---|---|
| Authors: | Carriero, Andrea ; Mumtaz, Haroon ; Theodoridis, Konstantinos ; Theophilopoulou, Angeliki |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 47.2015, 6, p. 1223-1238
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| Subject: | uncertainty shocks | proxy SVAR | nonlinear DSGE models | Schock | Shock | VAR-Modell | VAR model | Risiko | Risk | Statistischer Fehler | Statistical error | Bayes-Statistik | Bayesian inference | Theorie | Theory | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011345073