Smooth-transition SVAR and external instrument: insights on the identifying assumptions

DOI10.1016/J.ECONLET.2024.111902MaRDI QIDQ6636902zbMATH OpenFDO

Authors Giovanni Barci

Publication date 12 November 2024

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2024.111902

zbMATH Keywords

monetary policyshock identificationstate-dependenceSVAR-IV

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(1)

• The effects of monetary policy on macroeconomic downside risk: state-dependence matters

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