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Comparison of local projection estimators for proxy vector autoregressions · Study

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ArticleComparison of local projection estimators for proxy vector autoregressions

Martin Bruns2021

Article2021

Comparison of local projection estimators for proxy vector autoregressions

Martin Bruns · Helmut Lütkepohl

22 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1995Statistical inference in vector autoregressions with possibly integrated processes 2005Estimation and Inference of Impulse Responses by Local Projections 2015Monetary Policy Surprises, Credit Costs, and Economic Activity 2017Structural Vector Autoregressive Analysis 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States 1998Small-sample Confidence Intervals for Impulse Response Functions 1996Making wald tests work for cointegrated VAR systems 2012Disentangling the Channels of the 2007–09 Recession

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Details

Year2021

Typearticle

Published2021-11-29

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations22

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jedc.2021.104277

openalex_workW3211599373

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