Identification of SVAR Models by Combining Sign Restrictions With External Instruments

DOI10.1080/07350015.2022.2104857OpenAlexW2758715685MaRDI QIDQ6190721

Ralf Brüggemann, Unnamed Author

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: http://www.uni-konstanz.de/FuF/wiwi/workingpaperseries/WP_07_Braun_Brueggemann_2017.pdf

zbMATH Keywords

sign restrictionsstructural vector autoregressive modelexternal instrumentsproxy VAR

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
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• Local Projections and VARs Estimate the Same Impulse Responses

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