Estimating impulse response functions when the shock series is observed
Chi-Young Choi, Alexander Chudik
| Year of publication: |
2019
|
|---|---|
| Authors: | Choi, Chi-young ; Chudik, Alexander |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 180.2019, p. 71-75
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| Subject: | Finite sample performance | Impulse-response functions | Monte Carlo experiments | Observed shock | Schätztheorie | Estimation theory | Schock | Shock | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.04.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121767