Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH |
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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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