Otto Suhr Institut for Political Science\
in Total Papers Citations
Cointegrated vector autoregression, heteroskedasticity, Markov-switching model, monetary policy analysis
Structural Vector Autoregression, Identification via Heteroskedasticity, Conditional Heteroskedasticity, Smooth Transition, Markov Switching, GARCH
Impulse responses, structural vector autoregressive model, longrun multipliers, short-run multipliers
Heteroskedasticity, structural identification, vector autoregressive process
Identification through Heteroskedasticity, Markov-Switching Models, Savage-Dickey Density Ratio, Monetary Policy Shocks, Divisia Money
Structural vector autoregression, conditional heteroskedasticity, GARCH, identification via heteroskedasticity
Impulse responses, vector autoregressive model, joint confidence bands
Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem
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Conditional heteroskedasticity, heteroskedasticity, Markov switching model, vector autoregression, vector GARCH
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