Proxy SVARs

Questions and discussions on Vector Autoregressions
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e1983
Posts: 20
Joined: Sun Aug 28, 2011 2:32 am

Proxy SVARs

Unread post by e1983 »

Hi. I was curious if anyone had an example of Gretler-Karadi's (2015), Stock and Watson's (2012) or Mertens and Ravn's (2013) "Proxy SVAR" where external instruments are used to identify the structural shocks. Thanks so much.
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