22-080/III - Robust Inference for Non-Gaussian SVAR models

• Authors
  Lukas Hoesch, Vrije Universiteit Amsterdam ; Adam Lee, BI Norwegian Business School; Geert Mesters, Universitat Pompeu Fabra
• Publication date
  October 27, 2022

• Keywords
  weak identification, semi-parametric inference, hypothesis testing, impulse responses, independent component analysis
• JEL
  C32, C39, C51