Comparison of local projection estimators for proxy vector autoregressions (Q2115944)

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scientific article; zbMATH DE number 7490739
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English
Comparison of local projection estimators for proxy vector autoregressions
scientific article; zbMATH DE number 7490739

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    Comparison of local projection estimators for proxy vector autoregressions (English)
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    15 March 2022
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    structural vector autoregression
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    local projection
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    impulse responses
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    instrumental variable
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