Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571)
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scientific article; zbMATH DE number 7043294
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| English | Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH |
scientific article; zbMATH DE number 7043294 |
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Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (English)
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27 March 2019
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structural vector autoregression
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conditional heteroskedasticity
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GARCH
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identification via heteroskedasticity
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0.90109634
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0.88016105
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0.87930554
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0.87901443
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0.87058663
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0.8691564
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0.8685135
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