Structural Vector Autoregressive Analysis

DOI10.1017/9781108164818zbMath1377.62005OpenAlexW2770058355MaRDI QIDQ5364955

Publication date: 29 September 2017

Full work available at URL: https://semanticscholar.org/paper/5ee645499ffad7c9f54ccaf6e86289ccb1e68095

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Dynamic stochastic general equilibrium theory (91B51)

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