Instrumental Variable Identification of Dynamic Variance Decompositions

Author(s)
Plagborg-Moller, Mikkel; Wolf, Christian K
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Date issued
2022
URI
https://hdl.handle.net/1721.1/145248
Department
Massachusetts Institute of Technology. Department of Economics
Journal
The Journal of Political Economy
Publisher
University of Chicago Press
Citation
Plagborg-Moller, Mikkel and Wolf, Christian K. 2022. "Instrumental Variable Identification of Dynamic Variance Decompositions." The Journal of Political Economy, 130 (8).
Version: Final published version
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