Identification with external instruments in structural VARs under partial invertibility
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- 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," CEPR Discussion Papers 13853, C.E.P.R. Discussion Papers.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Working Papers hal-03475454, HAL.
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- Känzig, Diego Raoul, 2020. "The macroeconomic effects of oil supply news: Evidence from OPEC announcements," MPRA Paper 106249, University Library of Munich, Germany.
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- Mikkel Plagborg‐Møller & Christian K. Wolf, 2021.
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More about this item
Keywords
Identification with external instruments; Structural VAR; Invertibility; Monetary Policy Shocks;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-08-13 (Econometrics)
- NEP-ETS-2018-08-13 (Econometric Time Series)
- NEP-MAC-2018-08-13 (Macroeconomics)
- NEP-MON-2018-08-13 (Monetary Economics)
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