@data{jae.2022327.072351,
author = {Yamamoto, Yohei and Hara, Naoko},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {identifying-factoraugmented-vector-autoregression-models-via-changes-in-shock-variances},
year = {2022},
version = {1},
url = {https://journaldata.zbw.eu/dataset/identifying-factoraugmented-vector-autoregression-models-via-changes-in-shock-variances},
doi = "10.15456/jae.2022327.072351" 
}