Identifying Shocks via Time-Varying Volatility (Q5022719)
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scientific article; zbMATH DE number 7459938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying Shocks via Time-Varying Volatility |
scientific article; zbMATH DE number 7459938 |
Statements
Identifying Shocks via Time-Varying Volatility (English)
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19 January 2022
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identification
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structural shocks
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SVAR
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fiscal multiplier
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tax shocks
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time-varying volatility
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heteroskedasticity
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