Inference for VARs Identified with Sign Restrictions
收藏NBER2011-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/w17140
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资源简介：
There is a fast growing literature that partially identifies structural vector autoregressions (SVARs) by imposing sign restrictions on the responses of a subset of the endogenous variables to a particular structural shock (sign-restricted SVARs). To date, the methods that have been used are only
提供机构：
美国国家经济研究局
创建时间：
2011-06-01
