Browsing Economics and Finance by Subject "Uncertainty"
Now showing items 1-4 of 4
-
Macro uncertainty in the long run
(2023) -
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions
We generalize the Max Share approach to allow for simultaneous identification of a multiplicity of shocks in a Structural Vector Autoregression. Our machinery therefore overcomes the well-known drawbacks that individually ...