An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
| Year of publication: |
2012
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|---|---|
| Authors: | Chua, Chew Lian ; Suardi, Sandy ; Tsiaplias, Sarantis |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 117.2012, 2, p. 452-455
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