Structural Vector Autoregressions with Smooth Transition in Variances : The Interaction between U.S. Monetary Policy and the Stock Market
Year of publication: |
2014
|
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Authors: | Luetkepohl, Helmut |
Other Persons: | Netsunajev, Aleksei (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | USA | United States | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation |
Extent: | 1 Online-Ressource (28 p) |
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Series: | DIW Berlin Discussion Paper ; No. 1388 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2456126 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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