Estimating nonlinear business cycle mechanisms with linear vector autoregressions : a Monte Carlo study
Karsten Kohler and Robert Calvert Jump
| Year of publication: |
2022
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|---|---|
| Authors: | Köhler, Karsten ; Calvert Jump, Robert |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 84.2022, 5, p. 1077-1100
|
| Subject: | Konjunkturforschung | Business cycle analysis | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12498 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013468541