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accessRights:"restricted"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of money, credit and banking : JMCB"
~person:"Basistha, Arabinda"
~person:"Lippi, Marco"
~subject:"Shock"
~subject:"VAR-Modell"
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Basistha, Arabinda
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Journal of money, credit and banking : JMCB
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Monetary shock measurement and stock markets
Basistha, Arabinda
;
Startz, Richard
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
2/3
,
pp. 685-706
Persistent link: https://www.econbiz.de/10013167526
Saved in:
2
Validating dsge models through dynamic factor models
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2022
Persistent link: https://www.econbiz.de/10013260287
Saved in:
3
Common component structural vars
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2020
Persistent link: https://www.econbiz.de/10012387749
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