Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349)

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Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US
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    Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (English)
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    8 July 2022
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    structural vector autoregression
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    external instruments
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    proxy SVAR
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    heteroskedasticity
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    monetary policy shocks
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