Testing for Identificationin SVAR-GARCH Models

to related objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2015, Ausgabe 30, 2015

Classification: Wirtschaft

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2015

Creator: Lütkepohl, Helmut
Milunovich, George

DOI: 10.18452/4588

URN: urn:nbn:de:kobv:11-100231890

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:49 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Lütkepohl, Helmut
Milunovich, George
Humboldt-Universität zu Berlin

Time of origin

2015

Other Objects (12)

Arbeitspapier

Testing for identification in SVAR-GARCH models

Arbeitspapier

Inference for structural impulse responses in SVAR-GARCH models

Arbeitspapier

Testing for identification in SVAR-GARCH models: Reconsidering the impact of monetary shocks on exchange rates

Testing for identification in SVAR-GARCH models : Reconsidering the impact of monetary shocks on exchange rates

Konferenzbeitrag

Misspecification Testing in GARCH-MIDAS Models

Arbeitspapier

Misspeciﬁcation Testing in GARCH-MIDAS Models

Arbeitspapier

Testing for Causality in Variance using Multivariate GARCH Models

Dissertation o. Habilitation

Inference and testing in multivariate GARCH models

Arbeitspapier

Testing for an omitted multiplicative long-term component in GARCH models

Artikel

Testing volatility in Nigeria stock market using GARCH models

Arbeitspapier

Artificial regression testing in the GARCH-in-mean model

Arbeitspapier

Testing for identification in SVAR-GARCH models

Arbeitspapier

Inference for structural impulse responses in SVAR-GARCH models

Arbeitspapier

Testing for identification in SVAR-GARCH models: Reconsidering the impact of monetary shocks on exchange rates

Testing for identification in SVAR-GARCH models : Reconsidering the impact of monetary shocks on exchange rates

Konferenzbeitrag

Misspecification Testing in GARCH-MIDAS Models

Arbeitspapier

Misspeciﬁcation Testing in GARCH-MIDAS Models

Arbeitspapier

Testing for Causality in Variance using Multivariate GARCH Models

Dissertation o. Habilitation

Inference and testing in multivariate GARCH models

Arbeitspapier

Testing for an omitted multiplicative long-term component in GARCH models

Artikel

Testing volatility in Nigeria stock market using GARCH models

Arbeitspapier

Artificial regression testing in the GARCH-in-mean model

Arbeitspapier

Testing for identification in SVAR-GARCH models

Arbeitspapier

Inference for structural impulse responses in SVAR-GARCH models

Arbeitspapier

Testing for identification in SVAR-GARCH models: Reconsidering the impact of monetary shocks on exchange rates

Testing for identification in SVAR-GARCH models : Reconsidering the impact of monetary shocks on exchange rates

Konferenzbeitrag

Misspecification Testing in GARCH-MIDAS Models

Arbeitspapier

Misspeciﬁcation Testing in GARCH-MIDAS Models

Arbeitspapier

Testing for Causality in Variance using Multivariate GARCH Models

Dissertation o. Habilitation

Inference and testing in multivariate GARCH models

Arbeitspapier

Testing for an omitted multiplicative long-term component in GARCH models

Artikel

Testing volatility in Nigeria stock market using GARCH models

Arbeitspapier

Artificial regression testing in the GARCH-in-mean model

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read and agree to the privacy policy for the collection of personal data.*

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Testing for Identificationin SVAR-GARCH Models

Show object

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Associated

Time of origin

Other Objects (12)

Testing for identification in SVAR-GARCH models

Inference for structural impulse responses in SVAR-GARCH models

Testing for identification in SVAR-GARCH models: Reconsidering the impact of monetary shocks on exchange rates

Testing for identification in SVAR-GARCH models : Reconsidering the impact of monetary shocks on exchange rates

Misspecification Testing in GARCH-MIDAS Models

Misspeciﬁcation Testing in GARCH-MIDAS Models

Misspeciﬁcation Testing in GARCH-MIDAS Models

Testing for Causality in Variance using Multivariate GARCH Models

Inference and testing in multivariate GARCH models

Testing for an omitted multiplicative long-term component in GARCH models

Testing volatility in Nigeria stock market using GARCH models

Artificial regression testing in the GARCH-in-mean model

Testing for identification in SVAR-GARCH models

Inference for structural impulse responses in SVAR-GARCH models

Testing for identification in SVAR-GARCH models: Reconsidering the impact of monetary shocks on exchange rates

Testing for identification in SVAR-GARCH models : Reconsidering the impact of monetary shocks on exchange rates

Misspecification Testing in GARCH-MIDAS Models

Misspeciﬁcation Testing in GARCH-MIDAS Models

Misspeciﬁcation Testing in GARCH-MIDAS Models

Testing for Causality in Variance using Multivariate GARCH Models

Inference and testing in multivariate GARCH models

Testing for an omitted multiplicative long-term component in GARCH models

Testing volatility in Nigeria stock market using GARCH models

Artificial regression testing in the GARCH-in-mean model

Testing for identification in SVAR-GARCH models

Inference for structural impulse responses in SVAR-GARCH models

Testing for identification in SVAR-GARCH models: Reconsidering the impact of monetary shocks on exchange rates

Testing for identification in SVAR-GARCH models : Reconsidering the impact of monetary shocks on exchange rates

Misspecification Testing in GARCH-MIDAS Models

Misspeciﬁcation Testing in GARCH-MIDAS Models

Misspeciﬁcation Testing in GARCH-MIDAS Models

Testing for Causality in Variance using Multivariate GARCH Models

Inference and testing in multivariate GARCH models

Testing for an omitted multiplicative long-term component in GARCH models

Testing volatility in Nigeria stock market using GARCH models

Artificial regression testing in the GARCH-in-mean model

Related objects

Reset password