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A direct approach to Kilian--Lewis style counterfactual analysis in VAR model...
This paper proposes a direct approach to Kilian--Lewis style counterfactual analysis in structural VAR models. The proposed approach is easy to implement, and the procedure of... -
Using arbitrary precision arithmetic to sharpen identification analysis for D...
Replication materials (code and final results) for "Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models", published in Journal of Applied...
