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  • Search: subject:"time-varying threshold VAR"
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Year of publication
Subject
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Business cycle 2 Estimation 2 Geldpolitik 2 Impact assessment 2 Konjunktur 2 Monetary policy 2 Nichtlineare Regression 2 Nonlinear regression 2 Risiko 2 Risk 2 Schock 2 Schätzung 2 Shock 2 Theorie 2 Theory 2 VAR model 2 VAR-Modell 2 Volatility 2 Volatilität 2 Wirkungsanalyse 2 generalized impulse response functions 2 monetary policy 2 time-varying threshold VAR 2 uncertainty 2
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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English 2
Author
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Jackson, Laura 2 Kliesen, Kevin L. 2 Owyang, Michael T. 2
Published in...
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Working paper 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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The nonlinear effects of uncertainty shocks
Jackson, Laura; Kliesen, Kevin L.; Owyang, Michael T. - 2018
Persistent link: https://www.econbiz.de/10011950514
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Cover Image
The nonlinear effects of uncertainty shocks
Jackson, Laura; Kliesen, Kevin L.; Owyang, Michael T. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10012299603
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