Identification of Structural Vector Autoregressions by Stochastic Volatility
Year of publication: |
2018
|
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Authors: | Bertsche, Dominik ; Braun, Robin |
Publisher: |
Kiel, Hamburg : ZBW - Leibniz-Informationszentrum Wirtschaft |
Subject: | Structural Vector Autoregression (SVAR) | Identification via heteroskedasticity | Stochastic Volatility | Proxy SVAR |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | hdl:10419/181631 [Handle] RePEc:zbw:vfsc18:181631 [RePEc] |
Classification: | C32 - Time-Series Models |
Source: |
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