Combining sign and parametric restrictions in SVARs by utilising givens rotations (Q2697091)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining sign and parametric restrictions in SVARs by utilising givens rotations |
scientific article |
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Combining sign and parametric restrictions in SVARs by utilising givens rotations (English)
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17 April 2023
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Givens rotations
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QR decomposition
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sign and parametric restrictions
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structural vector autoregressions
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