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A joint impulse response function for vector autoregressive models

Crossref DOI link: https://doi.org/10.1007/s00181-023-02496-6

Published Online: 2023-09-28

Published Print: 2024-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Wiesen, Thomas F. P. https://orcid.org/0000-0003-4892-4707
Beaumont, Paul M. https://orcid.org/0000-0001-8065-3260
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Text and Data Mining valid from 2023-09-28

Version of Record valid from 2023-09-28
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Article History

Received: 17 February 2023

Accepted: 24 August 2023

First Online: 28 September 2023

Declarations

:

: The authors have no relevant financial or non-financial interests to disclose.