Local projections and VARs estimate the same impulse responses (Q5860034)
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scientific article; zbMATH DE number 7429819
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| English | Local projections and VARs estimate the same impulse responses |
scientific article; zbMATH DE number 7429819 |
Statements
Local Projections and VARs Estimate the Same Impulse Responses (English)
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18 November 2021
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external instrument
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impulse response function
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local projection
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proxy variable
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structural vector autoregression
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0.8768287897109985
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0.8061409592628479
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0.7427946925163269
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0.7420299053192139
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0.7420299053192139
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