Granziera, Eleonora; Moon, Hyungsik Roger; Schorfheide, … - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1087-1121
There is a fast growing literature that set‐identifies structural vector autoregressions (SVARs) by imposing sign restrictions on the responses of a subset of the endogenous variables to a particular structural shock (sign‐restricted SVARs). Most methods that have been used to construct...