Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH
schlaak_2019a
Helmut Lütkepohl & Thore Schlaak – 2019
Title
Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH
Author
Helmut Lütkepohl & Thore Schlaak
Publisher
Journal of Economic Dynamics and Control, Volume 101, Pages41-61, ISSN 0165-1889
Date
2019-04
Source(s)
Type
Text