Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747)

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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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