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Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States

Jentsch, Carsten; Lunsford, Kurt G. - 2016

Persistent link: https://www.econbiz.de/10011549676

Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States

Jentsch, Carsten; Lunsford, Kurt G. - 2016

Proxy structural vector autoregressions (SVARs)identify structural shocks in vector autoregressions (VARs) with external proxy variables that are correlated with the structural shocks of interest but uncorrelated with other structural shocks. We provide asymptotic theory for proxy SVARs when the...

Persistent link: https://www.econbiz.de/10011570152

The dynamic effects of personal and corporate income tax changes in the United States : comment

Jentsch, Carsten; Lunsford, Kurt G. - In: The American economic review 109 (2019) 7, pp. 2655-2678

Persistent link: https://www.econbiz.de/10012102474

The dynamic effects of personal and corporate income tax changes in the United States : reply

Mertens, Karel; Ravn, Morten O. - In: The American economic review 109 (2019) 7, pp. 2679-2691

Persistent link: https://www.econbiz.de/10012102475

The dynamic effects of personal and corporate income tax changes in the United States : reply to Jentsch and Lunsford

Mertens, Karel; Ravn, Morten O. - 2018

Persistent link: https://www.econbiz.de/10012029960

Proxy Svars : Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States

Jentsch, Carsten - 2016

Proxy structural vector autoregressions (SVARs) identify structural shocks in vector autoregressions (VARs) with external proxy variables that are correlated with the structural shocks of interest but uncorrelated with other structural shocks. We provide asymptotic theory for proxy SVARs when...

Persistent link: https://www.econbiz.de/10012983055