Identifying shocks in structural VAR models via heteroskedasticity: a Bayesian approach ; (Working paper series / Eesti Pank ; 8/2015)

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Identifying shocks in structural VAR models via heteroskedasticity: a Bayesian approach ; (Working paper series / Eesti Pank ; 8/2015)

Technical data

Publisher:
Eesti Pank
Published:
Language:
English
Depositor:
Eesti Rahvusraamatukogu
User Note:
http://www.eestipank.ee/sites/eestipank.ee/files/publication/en/WorkingPapers/2015/wp08_2015.pdf
Type:
serial
Copyrighted
ESTER
b45393618
ISBN
978-9949-493-70-8 (pdf)

URL: http://www.digar.ee/id/nlib-digar:270992

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