Proxy vector autoregressions in a data-rich environment (Q2246689)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proxy vector autoregressions in a data-rich environment |
scientific article |
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Proxy vector autoregressions in a data-rich environment (English)
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16 November 2021
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factor-augmented VAR
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external instruments
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structural VAR
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monetary policy
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oil market shocks
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