Nonparanormal Structural VAR for Non-Gaussian Data

Author:

Dallakyan AramayisORCID

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Reference51 articles.

1. Aragam, B., & Zhou, Q. (2015). Concave penalized estimation of sparse gaussian bayesian networks. The Journal of Machine Learning Research, 16(1), 2273–2328.

2. Bakhtavoryan, R., Capps, O., Salin, V., & Dallakyan, A. (2018). The use of time-series analysis in examining food safety issues: The case of the peanut butter recall. Journal of Food Distribution Research, 49(2), 57–58.

3. Balke, N. S., & Emery, K. M. (1994). Understanding the price puzzle. Economic and Financial Policy Review, pp. 15–26.

4. Bernanke, B. (1986). Alternative explanations of the money-income correlation. Carnegie-Rochester Conference Series on Public Policy, 25, 45–100.

5. Bernanke, B. S., & Blinder, A. S. (1992). The Federal funds rate and the channels of monetary transmission. American Economic Review, 82(4), 901–921.

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