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accessRights:"restricted"
type_genre:"Working Paper"
~person:"Bozio, Antoine"
~person:"Marcellino, Massimiliano"
~subject:"Dynamisches Gleichgewicht"
~subject:"VAR model"
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Blended identification in structural VARS
Carriero, Andrea
;
Marcellino, Massimiliano
;
Tornese, Tommaso
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2022
Persistent link: https://www.econbiz.de/10013426567
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Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
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Carriero, Andrea
;
Clark, Todd E.
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2021
Persistent link: https://www.econbiz.de/10012589508
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Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
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2010
Persistent link: https://www.econbiz.de/10003957676
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