Replication package for: "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions"

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Helmut Lütkepohl, Till Strohsal
DOI: 10.5281/zenodo.18183749
Cited by: 0

Abstract

Strohsal, T. and Lütkepohl, H. (2026). Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions. The Econometrics Journal, forthcoming. This repository contains the replication files for all tables and figures reported in the paper and online appendix.

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
8 January 2026