Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle
Year of publication: |
2019
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Authors: | Herwartz, Helmut ; Lange, Alexander ; Maxand, Simone |
Publisher: |
Göttingen : University of Göttingen, Center for European, Governance and Economic Development Research (cege) |
Subject: | independent components | heteroskedasticity | model selection | non-Gaussianity | structural shocks |
Series: | cege Discussion Papers ; 375 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1669145565 [GVK] hdl:10419/200236 [Handle] RePEc:zbw:cegedp:375 [RePEc] |
Classification: | C32 - Time-Series Models ; E00 - Macroeconomics and Monetary Economics. General ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G01 - Financial Crises |
Source: |
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Herwartz, Helmut, (2019)
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Herwartz, Helmut, (2022)
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How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut, (2024)
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Herwartz, Helmut, (2021)
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Herwartz, Helmut, (2022)
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Herwartz, Helmut, (2019)
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