Delta-method inference for a class of set-identified SVARs
Year of publication: |
April 2018
|
---|---|
Authors: | Gafarov, Bulat ; Meier, Matthias ; Olea, José Luis Montiel |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 203.2018, 2, p. 316-327
|
Subject: | Set-identification | Sign restrictions | SVAR | Directional differentiability | Unconventional monetary policy | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Induktive Statistik | Statistical inference | Schock | Shock | Theorie | Theory | Wirkungsanalyse | Impact assessment |
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