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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1139996
Description: This paper estimates SVARs for four small and three large economies. Sign restrictions are used to identify all the shocks in the SVARs, while being agnostic about the sign of the response of the real ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/168111
Description: We introduce a generalization of the approximate factor model that divides the observable variables into groups, allows for arbitrarily strong cross-correlation between the disturbance terms of variab ... More
Reviewed: Reviewed
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