An identification and testing strategy for proxy-SVARs with weak proxies

DOI10.1016/j.jeconom.2023.105604arXiv2210.04523MaRDI QIDQ6193061

Giovanni Angelini, Giuseppe Cavaliere, Luca Fanelli

Publication date: 13 February 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.04523

zbMATH Keywords

identificationbootstrap inferenceexternal instrumentsproxy-SVARoil supply shock

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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