Recoverability
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- Kyle Jurado & Ryan Chahrour, 2018. "Recoverability," 2018 Meeting Papers 320, Society for Economic Dynamics.
References listed on IDEAS
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- Kyle Jurado & Ryan Chahrour, 2017. "News or Noise? The Missing Link," 2017 Meeting Papers 320, Society for Economic Dynamics.
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Cited by:
- Silvia Miranda Agrippino & Giovanni Ricco, 2018.
"Identification with external instruments in structural VARs under partial invertibility,"
Sciences Po publications
24, Sciences Po.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers 13853, C.E.P.R. Discussion Papers.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Identification with External Instruments in Structual VARs under partial invertibility," Documents de Travail de l'OFCE 2018-24, Observatoire Francais des Conjonctures Economiques (OFCE).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS) 1213, University of Warwick, Department of Economics.
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More about this item
Keywords
structural vector autoregression; noise shocks;JEL classification:
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-11-12 (Econometrics)
- NEP-MAC-2017-11-12 (Macroeconomics)
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