An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
- 30 April 2003
- journal article
- research article
- Published by Elsevier BV in Economics Letters
- Vol. 79 (1), 21-26
- https://doi.org/10.1016/s0165-1765(02)00283-5
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Inflation uncertainty and growth in a cash-in-advance economyJournal of Monetary Economics, 2000
- The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidenceJournal of Applied Econometrics, 2000
- On inflation and inflation uncertainty in the G7 countriesJournal of International Money and Finance, 1998
- Multivariate Simultaneous Generalized ARCHEconometric Theory, 1995
- A Capital Asset Pricing Model with Time-Varying CovariancesJournal of Political Economy, 1988
- Macroeconomics and RealityEconometrica, 1980
- Nobel Lecture: Inflation and UnemploymentJournal of Political Economy, 1977