| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w26606 |
| 来源ID | Working Paper 26606 |
| Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions | |
| Christiane Baumeister; James D. Hamilton | |
| 发表日期 | 2020-01-06 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | This paper discusses the problems associated with using information about the signs of certain magnitudes as a basis for drawing structural conclusions in vector autoregressions. We also review available tools to solve these problems. For illustration we use Dahlhaus and Vasishtha's (2019) study of the effects of a U.S. monetary contraction on capital flows to emerging markets. We explain why sign restrictions alone are not enough to allow us to answer the question and suggest alternative approaches that could be used. |
| 主题 | Econometrics ; Estimation Methods ; Macroeconomics ; Monetary Policy ; International Economics ; International Factor Mobility |
| URL | https://www.nber.org/papers/w26606 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/584279 |
| 推荐引用方式 GB/T 7714 | Christiane Baumeister,James D. Hamilton. Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. 2020. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w26606.pdf（278KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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