Impulse response functions in the dynamic stochastic general equilibrium vector autoregression model
Year of publication: |
2016
|
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Authors: | Wróbel-Rotter, Renata |
Published in: |
Central European journal of economic modelling and econometrics. - Lodz : Polish Academy of Sciences, ISSN 2080-0886, ZDB-ID 2529553-6. - Vol. 8.2016, 2, p. 93-114
|
Subject: | dynamic stochastic general equilibrium vector autoregression | DSGE-VAR | impulse response functions | marginal data density | VAR-Modell | VAR model | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Schock | Shock |
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