Heteroskedastic proxy vector autoregressions: an identification-robust test for time-varying impulse responses in the presence of multiple proxies (Q6567094)
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scientific article; zbMATH DE number 7875981
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| English | Heteroskedastic proxy vector autoregressions: an identification-robust test for time-varying impulse responses in the presence of multiple proxies |
scientific article; zbMATH DE number 7875981 |
Statements
Heteroskedastic proxy vector autoregressions: an identification-robust test for time-varying impulse responses in the presence of multiple proxies (English)
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4 July 2024
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structural vector autoregression
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proxy VAR
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heteroskedasticity
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productivity shocks
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structural change
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