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Search: subject:"Sign Concordance"
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Bayesian Proxy VAR
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Identifying SVARs from sparse narrative instruments: Dynamic effects of U.S. macroprudential policies
Budnik, Katarzyna
;
Rünstler, Gerhard
-
2020
analysis and a non-parametric
sign
concordance
criterion. Monte Carlo simulations suggest that these provide more accurate …
Persistent link: https://www.econbiz.de/10012389556
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2
Identifying SVARs from sparse narrative instruments : dynamic effects of U.S. macroprudential policies
Budnik, Katarzyna
;
Rünstler, Gerhard
-
2020
analysis and a non-parametric
sign
concordance
criterion. Monte Carlo simulations suggest that these provide more accurate …
Persistent link: https://www.econbiz.de/10012138603
Saved in:
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