Structural vector autoregressions with smooth transition in variances (Q77370): Difference between revisions

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Latest revision as of 07:51, 16 July 2024

scientific article
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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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