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The robustness of identified VAR conclusions about money

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  • Faust, Jon

Abstract

Replication of Faust(1998), "The Robustness of Identified VAR Conclusions About Money", Carnegie-Rochester Conference Series on Public Policy, vol 49, 207-244. This examines the maximal extent that GDP can be explained by a monetary shock in a VAR.
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  • Faust, Jon, 1998. "The robustness of identified VAR conclusions about money," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 207-244, December.
  • Handle: RePEc:eee:crcspp:v:49:y:1998:i::p:207-244
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    8. Christopher A. Sims & Tao Zha, 1999. "Error Bands for Impulse Responses," Econometrica, Econometric Society, vol. 67(5), pages 1113-1156, September.
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