方差平稳转换的结构向量自回归:美国货币政策与股市的相互作用
Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market
【关键词】 Structural vector autoregressions ; heteroskedasticity ; smooth transition VAR models ; identification via heteroskedasticity Frei zugängliche Version: (econstor)http://hdl.handle.net/10419/97631 ;
相关资源