Permanent and transitory shocks in the presence of asymmetric error correction
F. Chan and G. MacDonald
| Year of publication: |
2015
|
|---|---|
| Authors: | Chan, F. ; McDonald, Garry A. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 25/27, p. 2642-2648
|
| Subject: | impulse responses | asymmetry | cointegration | permanent and transitory shocks | Schock | Shock | Kointegration | Cointegration | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519640