Are spectral estimators useful for long-run restrictions in SVARs? (English)
- New search for: Mertens, Elmar
- New search for: Mertens, Elmar
In:
Journal of Economic Dynamics and Control
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36
, 12
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1831-1844
;
2012
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Are spectral estimators useful for long-run restrictions in SVARs?
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Contributors:Mertens, Elmar ( author )
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Published in:Journal of Economic Dynamics and Control ; 36, 12 ; 1831-1844
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Publisher:
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Publication date:2012-06-01
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Size:14 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 36, Issue 12
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1831
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Are spectral estimators useful for long-run restrictions in SVARs?Mertens, Elmar et al. | 2012
- 1845
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Heterogeneity in stock prices: A STAR model with multivariate transition functionLof, Matthijs et al. | 2012
- 1855
-
Social interaction and conformism in a random utility modelBarucci, Emilio / Tolotti, Marco et al. | 2012
- 1867
-
Resolution of financial distress under Chapter 11Annabi, Amira / Breton, Michèle / François, Pascal et al. | 2012
- 1888
-
Evaluating callable and putable bonds: An eigenfunction expansion approachLim, Dongjae / Li, Lingfei / Linetsky, Vadim et al. | 2012
- 1909
-
A method for solving general equilibrium models with incomplete markets and many financial assetsEvans, Martin D.D. / Hnatkovska, Viktoria et al. | 2012
- 1931
-
Getting normalization right: Dealing with ‘dimensional constants’ in macroeconomicsCantore, C. / Levine, P. et al. | 2012
- 1950
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The yield curve and the macro-economy across time and frequenciesAguiar-Conraria, Luís / Martins, Manuel M.F. / Soares, Maria Joana et al. | 2012
- 1971
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Optimal trade execution: A mean quadratic variation approachForsyth, P.A. / Kennedy, J.S. / Tse, S.T. / Windcliff, H. et al. | 2012