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News, Non-Invertibility, and Structural VARs - MaRDI portal

News, Non-Invertibility, and Structural VARs (Q5133561)

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scientific article; zbMATH DE number 7272433
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News, Non-Invertibility, and Structural VARs
scientific article; zbMATH DE number 7272433

    Statements

    title
    News, Non-Invertibility, and Structural VARs (English)
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    publication date
    10 November 2020
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    zbMATH Keywords
    structural VAR
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    non-invertibility
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    non-fundamentalness
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    news shocks
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    factor models
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    author
    Eric R. Sims
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    Identifiers

    zbMATH DE Number
    7272433
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    OpenAlex ID
    W238019691
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