Local Projections and VARs Estimate the Same Impulse Responses (Q5860034)
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scientific article; zbMATH DE number 7429819
Language | Label | Description | Also known as |
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English | Local Projections and VARs Estimate the Same Impulse Responses |
scientific article; zbMATH DE number 7429819 |
Statements
Local Projections and VARs Estimate the Same Impulse Responses (English)
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18 November 2021
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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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