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Identification of Sign-Dependency of Impulse Responses

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  • Nadav Ben Zeev

    () (BGU)

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  • Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
  • Handle: RePEc:bgu:wpaper:1907
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    Keywords

    Sign-dependency of impulse responses; Local projections; Second-order specification; Dichotomous specification;

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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