Qualitative versus quantitative external information for proxy vector autoregressive analysis
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
DIW Discussion Papers ; 1940
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Deutsches Institut für Wirtschaftsforschung (DIW)
- (when)
-
2021
- Creator
- Handle
-
10419/233051
- URN
-
urn:nbn:de:101:1-2021050404423336770433
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 11:00 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Boer, Lukas
- Lütkepohl, Helmut
- Deutsches Institut für Wirtschaftsforschung (DIW)
Time of origin
- 2021
Other Objects (12)
Vector Autoregressive Analysis
A simple instrument for proxy vector autoregressive analysis
Avoiding unintentionally correlated shocks in proxy vector autoregressive analysis
Structural vector autoregressive analysis in a data rich environment : A survey
Heteroskedastic proxy vector autoregressions
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
An Alternative Bootstrap for Proxy Vector Autoregressions
An alternative bootstrap for proxy vector autoregressions
Comparison of local projection estimators for proxy Vector Autoregressions
Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH
Vector Autoregressions
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Vector Autoregressive Analysis
A simple instrument for proxy vector autoregressive analysis
Avoiding unintentionally correlated shocks in proxy vector autoregressive analysis
Structural vector autoregressive analysis in a data rich environment : A survey
Heteroskedastic proxy vector autoregressions
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
An Alternative Bootstrap for Proxy Vector Autoregressions
An alternative bootstrap for proxy vector autoregressions
Comparison of local projection estimators for proxy Vector Autoregressions
Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH
Vector Autoregressions
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Vector Autoregressive Analysis
A simple instrument for proxy vector autoregressive analysis
Avoiding unintentionally correlated shocks in proxy vector autoregressive analysis
Structural vector autoregressive analysis in a data rich environment : A survey
Heteroskedastic proxy vector autoregressions
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
An Alternative Bootstrap for Proxy Vector Autoregressions
An alternative bootstrap for proxy vector autoregressions
Comparison of local projection estimators for proxy Vector Autoregressions
Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH
Vector Autoregressions