When is nonfundamentalness in VARs a real problem? : an application to news shocks :: Paul Beaudry :: Centre for Economic Policy Research :: OBNB, the Open British National Bibliography

Publication Data

Title When is nonfundamentalness in VARs a real problem? : an application to news shocks
Author Paul Beaudry
Contributors Patrick Fève, Alain Guay, Franck Portier, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 0000
Publication location London

Descriptive Notes

"Submitted 31 July August 2015."

Topics

Financial risk management :: Econometric models
Time-series analysis :: Econometric models
Econometric models :: Methodology

Catalogue Data

OBNB ID GBB5F2183
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 25 pages
P1042 Includes bibliographical references (pages 22-24).

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When is nonfundamentalness in VARs a real problem? : an application to news shocks by Paul Beaudry. Published by Centre for Economic Policy Research. Publication and catalogue information, links to buy online and reader comments.