Identifying Structural Vector Autoregression via Large Economic Shocks
Year of publication: |
[2021]
|
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Authors: | Lanne, Markku ; Liu, Keyan ; Luoto, Jani |
Publisher: |
[S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Schock | Shock | Theorie | Theory | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (50 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 5, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3910532 [DOI] |
Classification: | C32 - Time-Series Models ; c54 ; Q41 - Demand and Supply ; Q48 - Government Policy |
Source: | ECONIS - Online Catalogue of the ZBW |
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