Structural vector autoregressions with smooth transition in variances (Q77370): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:13, 5 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
