Partially identified heteroskedastic SVARs
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- Emanuele Bacchiocchi & Luca Fanelli, 2015. "Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 761-779, December.
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"Structural Vector Autoregressive Analysis,"
Cambridge Books,
Cambridge University Press, number 9781107196575.
- Kilian,Lutz & Lütkepohl,Helmut, 2017. "Structural Vector Autoregressive Analysis," Cambridge Books, Cambridge University Press, number 9781316647332.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2024-04-15 (Econometrics)
- NEP-ENE-2024-04-15 (Energy Economics)
- NEP-ETS-2024-04-15 (Econometric Time Series)
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