Inference in Time-Varying SVARs Identified with Sign Restrictions
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
- Erasmus Econometric Institute Series
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
Jefferson Duarte (Rice University, United States)
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology and University of Bremen, Germany)
Liang Peng (Georgia State University, United States)
Jens Jackwerth (University of Konstanz, Germany)