Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for overidentifying restrictions in factor-augmented VAR models |
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Tests for overidentifying restrictions in factor-augmented VAR models (English)
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6 May 2015
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factor model
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identification
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structural impulse responses
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monetary policy shock
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