When is nonfundamentalness in VARS a real problem? : an application to news shocks
Year of publication: |
2015
|
---|---|
Authors: | Beaudry, Paul ; Fève, Patrick ; Guay, Alain ; Portier, Franck |
Publisher: |
Cambridge, Mass. |
Subject: | VAR-Modell | VAR model | Schock | Shock | Zeitreihenanalyse | Time series analysis | Technischer Fortschritt | Technological change | Theorie | Theory | USA | United States | 1947-2012 |
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