Identification of shocks of interest is a central problem in structural vector autoregressive (SVAR) modelling. Identification is often achieved by imposing restrictions on the impact or long-run effects of shocks or by considering sign restrictions for the impulse responses. In a number of articles changes in the volatility of the shocks have also been used for identification. The present study...
Helmut Lütkepohl
Dallas, USA,
02.11.2012
- 04.11.2012| Vector Autoregressive Modelling: New Developments and Applications: 12th Annual Advances in Econometrics Conference
Frederike Esche
Venedig, Italien,
01.11.2012
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Christoph Jindra, Peter Krause, Nicole Rippin
Venedig, Italien,
01.11.2012
- 04.11.2012| Discovering New Frontiers in Quality-of-Life Research: 11th Conference of the International Society for Quality of Life Studies (ISQOLS)
Peter Krause
Venedig, Italien,
01.11.2012
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Anika Rasner
Paris, Frankreich,
29.10.2012
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Dorothea Schäfer, Andreas Stephan
Jönköping, Schweden,
29.10.2012
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Karsten Neuhoff
Brüssel, Belgien,
26.10.2012
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Berlin,
24.10.2012
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Freiburg,
24.10.2012
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Nils Saniter
Berlin,
24.10.2012
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Juan Rosellón
Berlin,
24.10.2012
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Gert G. Wagner
Leipzig,
23.10.2012
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Markus M. Grabka, Joachim R. Frick, Anika Rasner
Brüssel, Belgien,
23.10.2012
| Seminar on Wealth Measurement: Social Situation Observatory, Network on Income Distribution and Living Conditions
Markus M. Grabka, Jan Marcus, Eva M. Sierminska
Brüssel, Belgien,
23.10.2012
| Seminar on Wealth Measurement: Social Situation Observatory, Network on Income Distribution and Living Conditions