Comparison of local projection estimators for proxy vector autoregressions (Q2115944)
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scientific article; zbMATH DE number 7490739
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| English | Comparison of local projection estimators for proxy vector autoregressions |
scientific article; zbMATH DE number 7490739 |
Statements
Comparison of local projection estimators for proxy vector autoregressions (English)
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15 March 2022
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structural vector autoregression
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local projection
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impulse responses
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instrumental variable
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0.8768287897109985
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0.7861744165420532
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0.7366942763328552
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0.7278406620025635
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0.7205260396003723
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