Innovation Accounting with Incomplete Identification of a Structural VAR – An Application to Exchange Rates
Year of publication: |
2015
|
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Authors: | Rao, Vadhindran K. |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Wechselkurs | Exchange rate | Innovation | Schock | Shock | Schätzung | Estimation |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2154775 [DOI] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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