Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse response analysis in conditional quantile models with an application to monetary policy |
scientific article |
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Impulse response analysis in conditional quantile models with an application to monetary policy (English)
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16 November 2021
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quantile vector autoregression
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monetary policy shock
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quantile impulse response function
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structural vector autoregression
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