Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10011557412
This paper proposes a novel methodology, the Bridge Proxy-SVAR, which exploits high-frequency information for the identification of the Vector Autoregressive (VAR) models employed in macroeconomic analysis. The methodology is comprised of three steps: (I) identifying the structural shocks of...
Persistent link: https://www.econbiz.de/10012832734
Persistent link: https://www.econbiz.de/10012264585
Persistent link: https://www.econbiz.de/10012301136
Persistent link: https://www.econbiz.de/10012252220
Persistent link: https://www.econbiz.de/10012212393
Persistent link: https://www.econbiz.de/10012171816