Alexander Lange

University of Goettingen (Gottingen)

Platz der Gottinger Sieben 3

Gottingen, D-37073

Germany

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Scholarly Papers (1)

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Statistical Identification in Svars - Monte Carlo Experiments and a Comparative Assessment of the Role of Economic Uncertainties for the US Business Cycle

CEGE Discussion Paper 375- July 2019
Number of pages: 42 Posted: 12 Jul 2019
Helmut Herwartz, Alexander Lange and Simone Maxand
University of Goettingen (Gottingen), University of Goettingen (Gottingen) and University of Helsinki - Department of Political and Economic Studies
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Abstract:

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independent components, heteroskedasticity, model selection, non-Gaussianity, structural shocks