Narrative Restrictions and Proxies
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Publication:6620959
DOI10.1080/07350015.2022.2115496zbMATH Open1547.62734MaRDI QIDQ6620959
Raffaella Giacomini, Toru Kitagawa, Matthew Read
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- What can we learn about news shocks from the late 1990s and early 2000s boom-bust period?
- A unified approach for jointly estimating the business and financial cycle, and the role of financial factors
- Government spending and heterogeneous consumption dynamics
- Revisiting the effects of monetary policy shocks: evidence from SVAR with narrative sign restrictions
- Inference in structural vector autoregressions identified with an external instrument
- Qualitative versus quantitative external information for proxy vector autoregressive analysis
- Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
- Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications
- Robust Bayesian Inference for Set‐Identified Models
- Local Projections and VARs Estimate the Same Impulse Responses
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