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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~person:"Gambetti, Luca"
~person:"Herwartz, Helmut"
~person:"Pierdzioch, Christian"
~subject:"Factor-augmented VAR"
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Schock
Volatilität
Factor-augmented VAR
Estimation
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Gambetti, Luca
Herwartz, Helmut
Pierdzioch, Christian
Forni, Mario
3
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3
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Journal of economic dynamics & control
Working papers / Innocenzo Gasparini Institute for Economic Research
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ECONIS (ZBW)
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1
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
2
Noise bubbles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2014
-
This version: November, 2014
Persistent link: https://www.econbiz.de/10011809746
Saved in:
3
Noisy news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2014
-
This version: November, 2014
Persistent link: https://www.econbiz.de/10011809749
Saved in:
4
No news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2013
-
This version: September, 2013
Persistent link: https://www.econbiz.de/10011814375
Saved in:
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