Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH

Saved in:

Authors and Corporations:

Lütkepohl, Helmut (Author), Schlaak, Thore (Author)

Other Authors:

Schlaak, Thore [Author]

Edition:

Revised version: January 29, 2019

Type of Resource:

E-Book

Language:

English

published:

Berlin DIW Berlin, German Institute for Economic Research 2018

Series:

Subjects:

Structural vector autoregression

conditional heteroskedasticity

GARCH

identification via heteroskedasticity

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers