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GENERALIZED SINGULAR VALUE DEC...
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Identifying volatility signals from time-varying simultaneous stock market interaction : conference paper
Strohsal, Till
;
Weber, Enzo
-
2013
identification
. The model is applied to data of US and further stock markets. Indeed, we find strong nonlinear, volatility …
Persistent link: https://www.econbiz.de/10010339937
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2
Sign restrictions and statistical
identification
under volatility breaks : simulation based evidence and an empirical application to monetary policy analysis ; conference paper
Herwartz, Helmut
;
Plödt, Martin
-
2014
systems of times series can be fruitfully exploited for
identification
purposes in SVARs. We show by means of a Monte Carlo …
Persistent link: https://www.econbiz.de/10010482469
Saved in:
3
The effects of fiscal rules on public finances and their
identification
: conference paper
Heinemann, Friedrich
;
Yeter, Mustafa
-
2014
paper, we propose a novel
identification
approach which identifies the impact of fiscal rules free from effects driving …
Persistent link: https://www.econbiz.de/10010485290
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