Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074)
From MaRDI portal
scientific article; zbMATH DE number 1089383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions |
scientific article; zbMATH DE number 1089383 |
Statements
18 November 1997
0 references
overidentifying constraints
0 references
structural models
0 references
variance decomposition
0 references
Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (English)
0 references
