Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
Year of publication: |
2020
|
---|---|
Authors: | Baumeister, Christiane ; Hamilton, James D. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 109.2020, p. 1-9
|
Subject: | VAR-Modell | VAR model | Schock | Shock |
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