Nonparametric time varying IV-SVARs : estimation and inference

Robin Braun, George Kapetanios, Massimiliano Marcellino

Year of publication:	December 9, 2024
Authors:	Braun, Robin ; Kapetanios, George ; Marcellino, Massimiliano
Publisher:	Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	Time-varying parameters \| Nonparametric estimation \| Structural VAR,External instruments \| Weak instruments \| Oil supply news shocks \| Impulse response analysis \| VAR-Modell \| VAR model \| Schock \| Shock \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis \| Nichtparametrische Schätzung

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