Pages that link to "Item:Q1734571"

The following pages link to Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571):

Displaying 2 items.

• Qualitative versus quantitative external information for proxy vector autoregressive analysis (Q2246599) (← links)
• Monetary policy, external instruments, and heteroskedasticity (Q6067210) (← links)