Algorithm-Driven SVARs: Navigating the Wilderness of Big Data
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Every SVAR result is conditional on two choices: the restrictions that identify the shock and the variables on which they operate. The literature disciplines the first; the second is chosen by hand. We develop a Bayesian methodology that constructs information sets, uses an out-of-sample criterion,
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美国国家经济研究局创建时间：
2026-08-01
