Instrumental Variable Identification of Dynamic Variance Decompositions
收藏NBER2021-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29044
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资源简介：
Macroeconomists increasingly use external sources of exogenous variation for causal inference. However, unless such external instruments (proxies) capture the underlying shock without measurement error, existing methods are silent on the importance of that shock for macroeconomic fluctuations. We
提供机构：
美国国家经济研究局
创建时间：
2021-07-01
