Heteroskedastic proxy vector autoregressions: testing for time-varying impulse responses in the presence of multiple proxies

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Bibliographic Details

Authors and Corporations:	Bruns, Martin (Author), Lütkepohl, Helmut (Author)
Other Authors:	Lütkepohl, Helmut 1951- [Author]
Edition:	This version: May 2, 2022
Type of Resource:	E-Book
Language:	English
published:	Berlin DIW Berlin, German Institute for Economic Research 2022
Series:	Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 2005
Subjects:	Structural vector autoregression proxy VAR heteroskedasticity productivity shocks
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen