Alternative maximum likelihood estimation of structural vector autoregressive models partially identified with short-run restrictions
Year of publication: |
2013
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Authors: | Jang, Kyungho |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 45.2013, 2/3, p. 465-476
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Subject: | Geldpolitik | Monetary policy | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | VAR-Modell | VAR model | USA | United States | 1970-2007 |
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