A Topological View on the Identification of Structural Vector Autoregressions
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- Neusser, Klaus, 2016. "A topological view on the identification of structural vector autoregressions," Economics Letters, Elsevier, vol. 144(C), pages 107-111.
References listed on IDEAS
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- Scott R. Baker & Tucker S. McElroy & Xuguang S. Sheng, 2020. "Expectation Formation Following Large, Unexpected Shocks," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 287-303, May.
- Maria Bolboaca & Sarah Fischer, 2019. "News Shocks: Different Effects in Boom and Recession?," Working Papers 19.01, Swiss National Bank, Study Center Gerzensee.
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Keywords
; ; ; ; ;JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-04-09 (Econometrics)
- NEP-ETS-2016-04-09 (Econometric Time Series)
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