Estimating impulse response functions when the shock series is observed

DOI10.1016/j.econlet.2019.04.017zbMath1415.91203OpenAlexW2939457911WikidataQ128005736 ScholiaQ128005736MaRDI QIDQ2421464

Alexander Chudik, Chi-Young Choi

Publication date: 17 June 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://www.dallasfed.org/~/media/documents/institute/wpapers/2019/0353.pdf

zbMATH Keywords

Monte Carlo experimentsfinite sample performanceimpulse-response functionsobserved shock

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (1)

Comparison of local projection estimators for proxy vector autoregressions

Cites Work

• Structural Vector Autoregressive Analysis

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