Quantile impulse response analysis with applications in macroeconomics and finance
Whayoung Jung and Ji Hyung Lee
| Year of publication: |
2023
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|---|---|
| Authors: | Jung, Whayoung ; Lee, Ji Hyung |
| Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 99-131
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| Subject: | Quantile impulse response | growth-at-risk | monetary policy | financial shocks | downside risk | quantile regressions | Geldpolitik | Monetary policy | Schock | Shock | Schätzung | Estimation | Theorie | Theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045B004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315152