Structural Vector Autoregressions with Imperfect Identifying Information

被引：1

作者：

Baumeister, Christiane ^{[1
]}

Hamilton, James D. ^{[2
]}

机构：

[1] Univ Notre Dame, Dept Econ, Notre Dame, IN 46556 USA

[2] Univ Calif San Diego, Dept Econ, La Jolla, CA 92093 USA

来源：

AEA PAPERS AND PROCEEDINGS | 2022年 / 112卷

关键词：

MONETARY-POLICY; IDENTIFICATION; DEMAND;

D O I：

10.1257/pandp.20221044

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：466 / 470

页数：5

共 10 条

[1] Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
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[2] Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations
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[4] Baumeister Christiane, 2021, STRUCTURAL CHA UNPUB
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[7] Nguyen L., 2019, BAYESIAN INFERENCE S
[8] Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
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Zha, Tao
[J]. REVIEW OF ECONOMIC STUDIES, 2010, 77 (02) : 665 - 696
[9] Stock JH, 2012, BROOKINGS PAP ECO AC, P81
[10] What are the effects of monetary policy on output? Results from an agnostic identification procedure
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[J]. JOURNAL OF MONETARY ECONOMICS, 2005, 52 (02) : 381 - 419

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