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Identification of Sign-Dependency of Impulse Responses

Nadav Ben Zeev ()

No 1907, Working Papers from Ben-Gurion University of the Negev, Department of Economics

Keywords: Sign-dependency of impulse responses; Local projections; Second-order specification; Dichotomous specification (search for similar items in EconPapers)
JEL-codes: E32 (search for similar items in EconPapers)
Pages: 65 pages
Date: 2019
New Economics Papers: this item is included in nep-ecm, nep-mac and nep-ore
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Persistent link: https://EconPapers.repec.org/RePEc:bgu:wpaper:1907

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