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dc.contributor.authorCANOVA, Fabio
dc.contributor.authorPÉREZ FORERO, Fernando J.
dc.date.accessioned2016-03-09T17:20:32Z
dc.date.available2016-03-09T17:20:32Z
dc.date.issued2014
dc.identifier.urihttp://hdl.handle.net/1814/39575
dc.description.abstractThis paper provides a method to estimate time varying coe¢ cients structural VARs which are non-recursive and potentially overidentiÖed. The procedure allows for linear and non-linear restrictions on the parameters, maintains the multi-move structure of standard algorithms and can be used to estimate structural models with di§erent identiÖcation restrictions. We study the transmission of monetary policy shocks and compare the results with those obtained with traditional methods.
dc.language.isoen
dc.relation.ispartofseriesCEPR Discussion Paperen
dc.relation.ispartofseries2014/10022en
dc.relation.urihttp://cepr.org/active/publications/discussion_papers/dp.php?dpno=10022
dc.titleEstimating overidentified, non-recursive, time varying coefficients structural VARs
dc.typeWorking Paper


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