1 research outputs found
Infinite-Variance, Alpha-Stable Shocks in Monetary SVAR: Final Working Paper Version
- Author
- ---
- A K Bera
- A Tucker
- B Andrews
- B Bernanke
- B Bernanke
- B Bernanke
- B Fielitz
- B Mandelbrot
- C D Romer
- C Frale
- C G Devries
- C Sims
- C Sims
- C Sims
- D B Nelson
- D Ghose
- D Qin
- D W K Andrews
- E Fama
- E Fama
- E M Saniga
- F Smets
- G Hannsgen
- G Samorodnitzky
- Giorgio Primiceri
- Greg Hannsgen
- H Fofack
- H L�tkepohl
- H Tucker
- H Uhlig
- I Berkes
- J B Hill
- J Breitung
- J C Frain
- J Cohen
- J D Hamilton
- J D Hamilton
- J Gal�
- J Gal�
- J H Mcculloch
- J H Stock
- J Nolan
- John R Michael
- K B Athreya
- K Bartkiewicz
- L Benati
- L Gambetti
- L J Christiano
- M D Shapiro
- M Haas
- M J Barth
- M Lombardi
- M M Mcconnell
- M S Paollela
- M W Watson
- N Francis
- O Blanchard
- O Blanchard
- O Linton
- P Embrechts
- P Hall
- P K Clark
- P L�vy
- R Bartels
- R Blattberg
- R Davidson
- R F Engle
- R F Engle
- R Garcia
- R J Adler
- R L Lumsdaine
- S Borak
- S Mittnik
- S Rachev
- S Strongin
- S T Rachev
- S.-M Liu
- T Bollerslev
- T Bollerslev
- T Cogley
- T Mikosch
- V Akgiray
- V Paulaauskas
- W Feller
- W H Dumouchel
- W H Greene
- Z Pal�gyi
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study