External instrument SVAR analysis for noninvertible shocks
Year of publication: |
[2023]
|
---|---|
Authors: | Forni, Mario ; Gambetti, Luca ; Ricco, Giovanni |
Publisher: |
Palaiseau, France : Center for Research in Economics and Statistics |
Subject: | Proxy-SVAR | SVAR-IV | Impulse response functions | Variance Decomposition | Historical Decomposition | Monetary Policy Shock | Schock | Shock | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Theorie | Theory | Geldpolitische Transmission | Monetary transmission |
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