Inference in Structural Vector Autoregressions identified with an external instrument
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DOI: 10.1016/j.jeconom.2020.05.014
Abstract: Abstract This paper studies Structural Vector Autoregressions in which a structural shock of interest (e.g., an oil supply shock) is identified using an external instrument. The external instrument is taken to be correlated with the… read more here.
Keywords: instrument; vector autoregressions; external instrument; structural vector ... See more keywords
Nonlinear Structural Vector Autoregressive Models With Application to Directed Brain Networks
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DOI: 10.1109/tsp.2019.2940122
Abstract: Structural equation models (SEMs) and vector autoregressive models (VARMs) are two broad families of approaches that have been shown useful in effective brain connectivity studies. While VARMs postulate that a given region of interest in… read more here.
Keywords: time; structural vector; autoregressive models; vector autoregressive ... See more keywords
Policy Intervention and Financial Sustainability in an Emerging Economy: A Structural Vector Auto Regression Analysis
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DOI: 10.3389/fpsyg.2022.924545
Abstract: The purpose of the study is to observe the impact of policy intervention on financial sustainability using the structural vector autoregression (SVAR) analysis. The population of the study is the manufacturing sector of Pakistan, which… read more here.
Keywords: policy intervention; intervention financial; financial sustainability; sustainability ... See more keywords