Identification of SVAR models by combining sign restrictions with external instruments
Year of publication: |
2023
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Authors: | Braun, Robin ; Brüggemann, Ralf |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 4, p. 1077-1089
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Subject: | External instruments | Proxy VAR | Sign restrictions | Structural vector autoregressive model | VAR-Modell | VAR model | Schock | Shock | Modellierung | Scientific modelling | Externer Effekt | Externalities | Autokorrelation | Autocorrelation | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
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