Proxy vector autoregressions in a data-rich environment (Q2246689)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proxy vector autoregressions in a data-rich environment |
scientific article |
Statements
Proxy vector autoregressions in a data-rich environment (English)
0 references
16 November 2021
0 references
factor-augmented VAR
0 references
external instruments
0 references
structural VAR
0 references
monetary policy
0 references
oil market shocks
0 references
0 references
