Shock Restricted Structural Vector-Autoregressions
收藏NBER2017-03-01 更新2025-01-04 收录
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https://www.nber.org/papers/w23225
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It is well known that the covariance structure of the data alone is not enough to identify an SVAR, and the conventional approach is to impose restrictions on the parameters of the model based on a priori theoretical considerations. This paper suggests that much can be gained by requiring the
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美国国家经济研究局创建时间：
2017-03-01
