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~accessRights:"free"
~isPartOf:"CEPS working documents"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"ROME discussion paper series"
~isPartOf:"Ruhr economic papers"
~person:"Belke, Ansgar"
~person:"Caliendo, Marco"
~person:"Canova, Fabio"
~person:"Courty, Pascal"
~person:"Lütkepohl, Helmut"
~person:"Peersman, Gert"
~person:"Schmidt, Torsten"
~subject:"Finanzkrise"
~subject:"Geldpolitische Transmission"
~subject:"Impact assessment"
~subject:"Monetary policy"
~subject:"Schätzung"
~subject:"Shock"
~subject:"Theory"
~subject:"VAR-Modell"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
~type_genre:"Systematic review"
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Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
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