Structural periodic vector autoregressions

DOI10.1016/J.JECONOM.2025.106099MaRDI QIDQ6889452zbMATH OpenFDO

Authors Daniel Dzikowski, Carsten Jentsch

Publication date 4 December 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

seasonal adjustmentlinear restrictionsimpulse response analysisperiodic vector autoregressionsresidual-based seasonal bootstrap

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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