Pages that link to "Item:Q2236882"
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The following pages link to Inference in structural vector autoregressions identified with an external instrument (Q2236882):
Displaying 13 items.
- Assessing the credibility of central bank signals: the case of transitory inflation (Q2096231) (← links)
- Robust Bayesian inference in proxy SVARs (Q2116362) (← links)
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
- Monetary policy announcements, information shocks, and exchange rate dynamics (Q6049590) (← links)
- Monetary policy and the term structure of inflation expectations with information frictions (Q6106652) (← links)
- An identification and testing strategy for proxy-SVARs with weak proxies (Q6193061) (← links)
- Heteroskedastic proxy vector autoregressions: an identification-robust test for time-varying impulse responses in the presence of multiple proxies (Q6567094) (← links)
- Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632) (← links)
- Narrative Restrictions and Proxies (Q6620959) (← links)
- Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read (Q6620962) (← links)
- Asymptotically Valid Bootstrap Inference for Proxy SVARs (Q6621000) (← links)
- Local projections in unstable environments (Q6664645) (← links)
