Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions
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More about this item
Keywords
SVAR; Identification; Impulse responses; Short-run restrictions; Long-run restrictions; Sign restrictions;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-07-05 (Econometrics)
- NEP-ETS-2013-07-05 (Econometric Time Series)
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