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  • Search: subject:"identifying assumptions"
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Year of publication
Subject
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identifying assumptions 5 Cholesky decomposition 3 Innovation 3 SVAR 3 Structural innovations 3 Theorie 3 Theory 3 monetary independence 3 news shocks 3 structural innovations 3 ARCH model 2 ARCH-Modell 2 MGARCH 2 Multivariate Analyse 2 Multivariate analysis 2 Portfolio selection 2 Portfolio-Management 2 Time series analysis 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 Balassa-Samuelson effect 1 Business cycle 1 Decomposition method 1 Dekompositionsverfahren 1 East Asia 1 Geldpolitik 1 Identifying assumptions 1 Konjunktur 1 Modellierung 1 Monetary integration 1 Monetary policy 1 Portfolio risk 1 Schock 1 Scientific modelling 1 Shock 1 VAR model 1 VAR-Modell 1 Volatility transmission 1 copula distribution 1
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Online availability
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Free 5 Undetermined 1
Type of publication
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Book / Working Paper 5 Article 2
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1 Conference Paper 1
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Language
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English 5 Undetermined 2
Author
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Herwartz, Helmut 6 Hafner, Christian M. 2 Maxand, Simone 2 de Brito, José Brandão 1
Institution
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Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Advances in Time Series Analysis 1 CORE discussion papers : DP 1 Cege discussion paper 1 Center for European, Governance and Economic Development Research Discussion Papers 1 Journal of Economic Integration 1 Journal of econometrics 1 cege Discussion Papers 1
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Source
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ECONIS (ZBW) 3 EconStor 2 RePEc 2
Showing 1 - 7 of 7
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Identification of structural multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone - In: Journal of econometrics 227 (2022) 1, pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
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Identification of structural multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone - 2018
Persistent link: https://www.econbiz.de/10011993276
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Structural analysis with independent innovations
Herwartz, Helmut - 2014
alternative identifying assumptions on the basis of nonparametric density estimates. The merits of the proposed identification …
Persistent link: https://www.econbiz.de/10010352755
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Structural analysis with independent innovations
Herwartz, Helmut - Center for European, Governance and Economic … - 2014
alternative identifying assumptions on the basis of nonparametric density estimates. The merits of the proposed identification …
Persistent link: https://www.econbiz.de/10010954351
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Structural analysis with independent innovations
Herwartz, Helmut - 2014
alternative identifying assumptions on the basis of nonparametric density estimates. The merits of the proposed identification …
Persistent link: https://www.econbiz.de/10010355109
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Moment Targeted Structural Innovations
Herwartz, Helmut - 2010
that can be used to discriminate between alternative identifying assumptions on the basis of higher order moment …
Persistent link: https://www.econbiz.de/10010273636
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Monetary Integration in East Asia: An Empirical Approach
de Brito, José Brandão - In: Journal of Economic Integration 19 (2004), pp. 536-567
This paper investigates empirically the economic feasibility of monetary integration in East Asia. A structural VAR model is employed to decompose real output, real exchange rate and price level into a lagged polynomial of supply, demand and monetary shocks. The shocks are identified through the...
Persistent link: https://www.econbiz.de/10009364790
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