Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles

DOI10.1016/j.jedc.2023.104630OpenAlexW4323276300MaRDI QIDQ6111414

Shu Wang, Helmut Herwartz

Publication date: 6 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104630

zbMATH Keywords

independent component analysisimpulse response functionssign restrictionsset identificationstructural vector autoregressions

Mathematics Subject Classification ID

Statistics (62-XX) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

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