Structural vector autoregressions with smooth transition in variances
author
Lütkepohl, Helmut
Netšunajev, Aleksei
statement of authorship
Helmut Lütkepohl, Aleksei Netšunajev
source
Journal of economic dynamics and control
publisher
Elsevier
journal volume number month
vol. 84
year of publication
2017
pages
p. 43-57 : ill
url
https://doi.org/10.1016/j.jedc.2017.09.001
subject term
majandusmudelid
autoregressioonimudelid
VAR-mudel
rahapoliitika
keyword
identification via heteroskedasticity
monetary policy shocks
smooth transition VAR models
ISSN
0165-1889
notes
Bibliogr. p. 57
scientific publication
teaduspublikatsioon
classifier
1.1
Scopus
https://www.scopus.com/sourceid/28976
https://www.scopus.com/record/display.uri?eid=2-s2.0-85031724410&origin=inward&txGid=53197fc30e53d2cf27bb6192d4480c7c
WOS
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=J%20ECON%20DYN%20CONTROL&year=2023
https://www.webofscience.com/wos/woscc/full-record/WOS:000415780100003
category (general)
Mathematics
Matemaatika
Economics, econometrics and finance
Majandus, ökonomeetria ja rahandus
category (sub)
Mathematics. Applied mathematics
Matemaatika. Rakendusmatemaatika
Mathematics. Control and optimization
Matemaatika. Juhtimine ja optimeerimine
Economics, econometrics and finance. Economics and econometrics
Majandus, ökonomeetria ja rahandus. Majandus ja ökonomeetria
quartile
Q1
TalTech department
majandusanalüüsi ja rahanduse instituut
language
inglise