Identification of seasonal effects in impulse responses using score-driven multivariate location models (Q2661317)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of seasonal effects in impulse responses using score-driven multivariate location models |
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Identification of seasonal effects in impulse responses using score-driven multivariate location models (English)
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7 April 2021
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macroeconomic time series data
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score-driven time series models
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quasi-vector autoregressive (QVAR) model
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stochastic seasonality
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