Narrative Restrictions and Proxies

We compare two approaches to using information about the signs of structural shocks at specific dates within a structural vector autoregression (SVAR): imposing “narrative restrictions” (NR) on the shock signs in an otherwise set-identified SVAR; and casting the information about the shock signs as...

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Detalles Bibliográficos
Autores principales: Giacomini, Raffaella, Kitagawa, Toru, Read, Matthew
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2022
Materias:
Discussion
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9555284/
https://www.ncbi.nlm.nih.gov/pubmed/36250038
http://dx.doi.org/10.1080/07350015.2022.2115496

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9555284/
https://www.ncbi.nlm.nih.gov/pubmed/36250038
http://dx.doi.org/10.1080/07350015.2022.2115496

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