Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions
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https://www.nber.org/papers/w26606
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资源简介：
This paper discusses the problems associated with using information about the signs of certain magnitudes as a basis for drawing structural conclusions in vector autoregressions. We also review available tools to solve these problems. For illustration we use Dahlhaus and Vasishtha's (2019) study of
提供机构：
美国国家经济研究局
创建时间：
2020-01-01
