Local projections vs. VARs: lessons from thousands of DGPs (Q6664644)
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scientific article; zbMATH DE number 7968512
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| English | Local projections vs. VARs: lessons from thousands of DGPs |
scientific article; zbMATH DE number 7968512 |
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Local projections vs. VARs: lessons from thousands of DGPs (English)
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16 January 2025
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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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