Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market
Yuliya Lovcha, Alejandro Perez-Laborda
| Year of publication: |
2017
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|---|---|
| Authors: | Lovcha, Yuliya ; Perez-Laborda, Alejandro |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 2, p. 405-422
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| Subject: | Fractional integration | Persistence | Structural VAR | Variance-frequency decomposition | Schock | Shock | VAR-Modell | VAR model | USA | United States | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Benzin | Gasoline | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-016-1145-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011988292