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An identification and testing strategy for proxy-SVARs with weak proxies - MaRDI portal

An identification and testing strategy for proxy-SVARs with weak proxies (Q6193061)

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scientific article; zbMATH DE number 7803960
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English
An identification and testing strategy for proxy-SVARs with weak proxies
scientific article; zbMATH DE number 7803960

    Statements

    title
    An identification and testing strategy for proxy-SVARs with weak proxies (English)
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    arXiv ID
    2210.04523
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    author
    Giovanni Angelini
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    Giuseppe Cavaliere
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    Luca Fanelli
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    publication date
    13 February 2024
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    zbMATH DE Number
    7803960
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    zbMATH Keywords
    proxy-SVAR
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    bootstrap inference
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    external instruments
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    identification
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    oil supply shock
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