Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (Q726590): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.04.010 / rank
 
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Latest revision as of 06:52, 12 July 2024

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Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs
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    Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (English)
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    12 July 2016
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    structural FAVAR
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    temporal aggregation
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    mixed frequency data
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    identification
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    estimation
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    impulse response function
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