Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Yuliya Lovcha, Alejandro Perez-Laborda
| Year of publication: |
2020
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| Authors: | Lovcha, Yuliya ; Perez-Laborda, Alejandro |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 1, p. 1-18
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| Subject: | band-pass | business cycle | frequency domain | Hodrick-Prescott | hours-worked | impulse response | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Schock | Shock | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Schätzung | Estimation | Technischer Fortschritt | Technological change |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198499