Title

Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2017

Issue

No 4

Authors

Serwa, Dobromił ; Wdowiński, Piotr

Keywords

vector autoregression ; Cholesky decomposition ; combined impulseresponse ; banking sector ; real economy

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

323-357

Publisher

Oddział PAN w Łodzi

Date

31.12.2017

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2017.122214 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2017; No 4; 323-357