Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs
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More about this item
JEL classification:
- F13 - International Economics - - Trade - - - Trade Policy; International Trade Organizations
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2024-10-28 (Econometrics)
- NEP-ETS-2024-10-28 (Econometric Time Series)
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