Showing 1 - 10 of 21,718
Persistent link: https://www.econbiz.de/10010243107
Structural vector-autoregressive models are potentially very useful tools for guiding both macro- and microeconomic policy. In this paper, we present a recently developed method for exploiting non-Gaussianity in the data for estimating such models, with the aim of capturing the causal structure...
Persistent link: https://www.econbiz.de/10003966642
Persistent link: https://www.econbiz.de/10010225406
Persistent link: https://www.econbiz.de/10012523502
Persistent link: https://www.econbiz.de/10014394224
Persistent link: https://www.econbiz.de/10003309179
Persistent link: https://www.econbiz.de/10009579086
Persistent link: https://www.econbiz.de/10010227363
Persistent link: https://www.econbiz.de/10009790461
Persistent link: https://www.econbiz.de/10011442119