Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747)
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English | Estimating impulse-response functions for macroeconomic models using directional quantiles |
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Estimating impulse-response functions for macroeconomic models using directional quantiles (English)
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5 July 2022
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impulse-response functions
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vector autoregressive models
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multivariate quantiles
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pass-through
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