Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973)
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scientific article; zbMATH DE number 7526554
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| English | Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations |
scientific article; zbMATH DE number 7526554 |
Statements
Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (English)
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16 May 2022
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fiscal multipliers
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SVAR
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identification
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non-Gaussian time series
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GMM
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0.7806980609893799
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0.7352257370948792
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0.7266438603401184
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0.7029255628585815
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0.6988188624382019
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