Identification of SVAR models by combining sign restrictions with external instruments
Robin Braun, Ralf Brüggemann
| Year of publication: |
May 2020
|
|---|---|
| Authors: | Braun, Robin ; Brüggemann, Ralf |
| Publisher: |
Konstanz : GSDS – Graduate School of Decision Sciences, University of Konstanz |
| Subject: | Structural vector autoregressive model | sign restrictions | external instruments | Proxy VAR | VAR-Modell | VAR model | Schock | Shock | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Externer Effekt | Externalities |
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | GSDS working paper. - Konstanz : GSDS - Graduate School of Decision Sciences, University of Konstanz, ISSN 2365-4120, ZDB-ID 2967459-1. - Vol. no. 2020, 01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012513843