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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

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