Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754)
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scientific article; zbMATH DE number 6433594
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tests for overidentifying restrictions in factor-augmented VAR models |
scientific article; zbMATH DE number 6433594 |
Statements
Tests for overidentifying restrictions in factor-augmented VAR models (English)
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6 May 2015
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factor model
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identification
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structural impulse responses
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monetary policy shock
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0.8013012409210205
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0.7747122645378113
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0.7682462334632874
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0.7674557566642761
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0.7609858512878418
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