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~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Herwartz, Helmut"
~person:"Neuenkirch, Matthias"
~person:"Peersman, Gert"
~subject:"VAR-Modell"
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Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
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The relative importance of symmetric and asymmetric shocks : the case of United Kingdom and euro area
Peersman, Gert
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
1
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pp. 104-118
Persistent link: https://www.econbiz.de/10009011871
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