Comparison of local projection estimators for proxy vector autoregressions
Martin Bruns, Helmut Lütkepohl
| Year of publication: |
2022
|
|---|---|
| Authors: | Bruns, Martin ; Lütkepohl, Helmut |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 134.2022, p. 1-17
|
| Subject: | Structural vector autoregression | Local projection | Impulse responses | Instrumental variable |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104277 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013384782