Statistically identified structural VAR model with potentially skewed and fat-tailed errors (replication data)

DOI

These files include every bit of code in order to replicate the results in "Statistically identified structural VAR model with potentially skewed and fat-tailed errors". All the code has been tested on a Linux machine.

Identifier
DOI https://doi.org/10.15456/jae.2023266.1100100526
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:778421
Provenance
Creator Anttonen, Jetro; Lanne, Markku; Luoto, Jani
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2023
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics