Identifying shocks via time-varying volatility
Daniel J. Lewis
| Year of publication: |
2021
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|---|---|
| Authors: | Lewis, Daniel J. |
| Published in: |
The review of economic studies : RES. - Oxford : Oxford Univ. Pr., ISSN 1467-937X, ZDB-ID 2009656-2. - Vol. 88.2021, 6, p. 3086-3124
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| Subject: | Identification | Structural shocks | SVAR | Fiscal multiplier | Tax shocks | Time-varying volatility | Heteroskedasticity | Schock | Shock | Volatilität | Volatility | VAR-Modell | VAR model | Multiplikator | Multiplier | Finanzpolitik | Fiscal policy | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Wirkungsanalyse | Impact assessment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/restud/rdab009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012694492