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~isPartOf:"Working paper / Federal Reserve Bank of Dallas, Research Department"
~subject:"Dynamic equilibrium"
~subject:"Shock"
~subject:"Wechselkurs"
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Noise Ratio As a Non-Nested Mo...
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The role of the prior in estimating VAR models with sign restrictions
Inoue, Atsushi
;
Kilian, Lutz
-
2020
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This version: November 29, 2020
Persistent link: https://www.econbiz.de/10012388062
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