What lies beneath? : a time-varying FAVAR model for the UK transmission mechanism
Colin Ellis, Haroon Mumtaz and Pawel Zabczyk
| Year of publication: |
2014
|
|---|---|
| Authors: | Ellis, Colin ; Mumtaz, Haroon ; Zabczyk, Pawel |
| Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 124.2014, 576, p. 668-699
|
| Subject: | Branchenentwicklung | Sector development | Makroökonomik | Macroeconomics | Preis | Price | Volatilität | Volatility | VAR-Modell | VAR model | Großbritannien | United Kingdom | 1977-2006 |
| 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/10010383744