Structural vector autoregressions with smooth transition in variances (Q77370): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||||||||||||||
| (5 intermediate revisions by 4 users not shown) | |||||||||||||||
| Property / published in | |||||||||||||||
| Property / published in: Journal of Economic Dynamics \& Control / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / publication date | |||||||||||||||
9 August 2018
| |||||||||||||||
| Property / publication date: 9 August 2018 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Aleksei Netšunajev / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Helmut Lütkepohl / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / title | |||||||||||||||
Structural vector autoregressions with smooth transition in variances (English) | |||||||||||||||
| Property / title: Structural vector autoregressions with smooth transition in variances (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Open document ID | |||||||||||||||
| Property / zbMATH Open document ID: 1401.91505 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 91B84 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 91B64 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 6915689 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
identification via heteroskedasticity | |||||||||||||||
| Property / zbMATH Keywords: identification via heteroskedasticity / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
monetary policy shocks | |||||||||||||||
| Property / zbMATH Keywords: monetary policy shocks / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
smooth transition VAR models | |||||||||||||||
| Property / zbMATH Keywords: smooth transition VAR models / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / MaRDI profile type | |||||||||||||||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / full work available at URL | |||||||||||||||
| Property / full work available at URL: https://doi.org/10.1016/j.jedc.2017.09.001 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / OpenAlex ID | |||||||||||||||
| Property / OpenAlex ID: W2751707384 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 19:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural vector autoregressions with smooth transition in variances |
scientific article |
Statements
84
0 references
43-57
0 references
November 2017
0 references
9 August 2018
0 references
Structural vector autoregressions with smooth transition in variances (English)
0 references
identification via heteroskedasticity
0 references
monetary policy shocks
0 references
smooth transition VAR models
0 references
