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Data-driven identification in SVARs : when and how can statistical characteristics be used to unravel causal relationships?
Herwartz, Helmut; Lange, Alexander; Maxand, Simone - In: Economic inquiry 60 (2022) 2, pp. 668-693
Persistent link: https://www.econbiz.de/10013168173
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Statistical Identification in Svars - Monte Carlo Experiments and a Comparative Assessment of the Role of Economic Uncertainties for the US Business Cycle
Herwartz, Helmut - 2019
Structural vector autoregressive analysis aims to trace the contemporaneous linkages among (macroeconomic) variables back to underlying orthogonal structural shocks. In homoskedastic Gaussian models the identification of these linkages deserves external and typically notdata-based information....
Persistent link: https://www.econbiz.de/10012866833
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The threat of oil market turmoils to food price stability in Sub-Saharan Africa
Dalheimer, Bernhard; Herwartz, Helmut; Lange, Alexander - In: Energy economics 93 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012631278
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Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle
Herwartz, Helmut; Lange, Alexander; Maxand, Simone - 2019
Structural vector autoregressive analysis aims to trace the contemporaneous linkages among (macroeconomic) variables back to underlying orthogonal structural shocks. In homoskedastic Gaussian models the identification of these linkages deserves external and typically notdata-based information....
Persistent link: https://www.econbiz.de/10012027359
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How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut; Lange, Alexander - In: Economic inquiry 62 (2024) 1, pp. 126-149
Persistent link: https://www.econbiz.de/10014483714