Comparing external and internal instruments for vector autoregressions (Q6892230)
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scientific article; zbMATH DE number 8129342
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| English | Comparing external and internal instruments for vector autoregressions |
scientific article; zbMATH DE number 8129342 |
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Comparing external and internal instruments for vector autoregressions (English)
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1 December 2025
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structural vector autoregression
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proxy VAR
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augmented VAR
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fundamental shocks
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invertible VAR
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