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Instrumental variable estimation of structural var models robust to possible nonstationarity
Cheng, Xu
;
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
38
(
2022
)
5
,
pp. 845-874
Persistent link: https://www.econbiz.de/10013469680
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Macroeconomic uncertainty indices based on nowcast and forecast error distributions
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
The American economic review
105
(
2015
)
5
,
pp. 650-655
Persistent link: https://www.econbiz.de/10011699406
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