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A generalized method of impulse identification - MaRDI portal

A generalized method of impulse identification

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Publication:5958416

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DOI10.1016/S0165-1765(01)00509-2zbMath1007.91528WikidataQ126439744 ScholiaQ126439744MaRDI QIDQ5958416

Publication date: 3 March 2002

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

spectral analysis impulse response seasonal adjustment shock identification time-series decomposition

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Structural VAR models in the frequency domain

Cites Work

Time to Build and Aggregate Fluctuations

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