News, Non-Invertibility, and Structural VARs
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More about this item
KeywordsDSGE; VAR; News shocks;
- E - Macroeconomics and Monetary Economics
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-11 (All new papers)
- NEP-DGE-2012-11-11 (Dynamic General Equilibrium)
- NEP-ECM-2012-11-11 (Econometrics)
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