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  • Search: subject:"Quantile impulse response function"
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Estimation 1 Estimation theory 1 Geldpolitik 1 Geldpolitische Transmission 1 Monetary policy 1 Monetary policy shock 1 Monetary transmission 1 Quantile impulse response function 1 Quantile vector autoregression 1 Schock 1 Schätztheorie 1 Schätzung 1 Shock 1 Structural vector autoregression 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Kim, Tae-hwan 1 Lee, Dong Jin 1 Mizen, Paul 1
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Journal of economic dynamics & control 1
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ECONIS (ZBW) 1
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Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin; Kim, Tae-hwan; Mizen, Paul - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012668504
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