Identification of seasonal effects in impulse responses using score-driven multivariate location models (Q2661317)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Identification of seasonal effects in impulse responses using score-driven multivariate location models
scientific article

    Statements

    Identification of seasonal effects in impulse responses using score-driven multivariate location models (English)
    0 references
    0 references
    0 references
    0 references
    7 April 2021
    0 references
    macroeconomic time series data
    0 references
    score-driven time series models
    0 references
    quasi-vector autoregressive (QVAR) model
    0 references
    stochastic seasonality
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references