Structural vector autoregressions with smooth transition in variances (Q77370): Difference between revisions
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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
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43-57
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November 2017
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9 August 2018
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Structural vector autoregressions with smooth transition in variances (English)
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identification via heteroskedasticity
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monetary policy shocks
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smooth transition VAR models
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