Identifying structural VARs from sparse narrative instruments : dynamic effects of US macroprudential policies
Katarzyna Budnik, Gerhard Rünstler
| Year of publication: |
2023
|
|---|---|
| Authors: | Budnik, Katarzyna ; Rünstler, Gerhard |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 2, p. 186-201
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| Subject: | borrower-based measures | capital requirements | narrative VAR | proxy VAR | VAR-Modell | VAR model | Finanzmarktaufsicht | Financial supervision | Wirkungsanalyse | Impact assessment | Schock | Shock | Basler Akkord | Basel Accord | Messung | Measurement | Risikomaß | Risk measure | Narrative Methode | Narrative method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2945 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014287962