Pages that link to "Item:Q5022719"
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The following pages link to Identifying Shocks via Time-Varying Volatility (Q5022719):
Displaying 19 items.
- Faster fiscal stimulus and a higher government spending multiplier in China: mixed-frequency identification with SVAR (Q824011) (← links)
- Temporal aggregation and SVAR identification, with an application to fiscal policy (Q1046293) (← links)
- Seigniorage and conventional taxation with multiple exogenous shocks (Q1575617) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881) (← links)
- Identifying noise shocks (Q2291785) (← links)
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
- The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers (Q3382389) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- Revisiting the Narrative Approach of Estimating Tax Multipliers (Q4684769) (← links)
- (Q5309191) (← links)
- Vector autoregression models with skewness and heavy tails (Q6106642) (← links)
- Refining set-identification in VARs through independence (Q6108329) (← links)
- Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks (Q6190744) (← links)
- Locally robust inference for non-Gaussian SVAR models (Q6565809) (← links)
- Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632) (← links)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
- Large Order-Invariant Bayesian VARs with Stochastic Volatility (Q6626250) (← links)
- Testing for strong exogeneity in proxy-VARs (Q6664665) (← links)
