Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
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DOI: 10.1016/j.jimonfin.2020.102250
Abstract: Abstract This paper discusses the problems associated with using information about the signs of certain magnitudes as a basis for drawing structural conclusions in vector autoregressions. We also review available tools to solve these problems.… read more here.
Keywords: conclusions structural; basis; vector autoregressions; sign restrictions ... See more keywords