Sfoglia DiSES Working Papers per Soggetto "Graphical modelling"
Items 1-1 di 1
-
The effects of fiscal shocks in svar models: a graphical modelling approach
(2010)We apply graphical modelling theory to identify scal policy shocks in SVAR models of the US economy. Unlike other econometric ap- proaches which achieve identi cation by relying on potentially con- tentious a priori ...