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A Joint Impulse Response Funct...
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Decomposition method
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Economics letters
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Are generalized spillover indices overstating connectedness?
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
;
Norrbin, …
- In:
Economics letters
173
(
2018
),
pp. 131-134
Persistent link: https://www.econbiz.de/10012022959
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A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
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