Local Projections and VARs Estimate the Same Impulse Responses (Q5860034)

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scientific article; zbMATH DE number 7429819
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Local Projections and VARs Estimate the Same Impulse Responses
scientific article; zbMATH DE number 7429819

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    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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