Qualitative versus quantitative external information for proxy vector autoregressive analysis (Q2246599)

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Qualitative versus quantitative external information for proxy vector autoregressive analysis
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    Qualitative versus quantitative external information for proxy vector autoregressive analysis (English)
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    16 November 2021
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    GMM
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    heteroskedastic VAR
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    instrumental variable estimation
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    proxy VAR
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    structural vector autoregression
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