Zobrazeno 1 - 3
of 3
pro vyhledávání: '"identification of global and country-specific shocks"'
Publikováno v:
Essays in Honor of Cheng Hsiao
The paper contributes to the growing global VAR (GVAR) literature by showing how global and national shocks can be identified within a GVAR framework. The usefulness of the proposed approach is illustrated in an application to the analysis of the int
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8d8af8c7f2dffafd5e623247a6628b6
https://hdl.handle.net/10419/198814
https://hdl.handle.net/10419/198814
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and time series