Year: 2022
Type: preprint
Abstract: The main tool used in this work is the structural vector autoregression model with an exogenous variable. With the help of short-term constraints, we identify 3 shocks: output, investment and risk premium.
Authors: Zubarev, Andrey, Rybak, Konstantin
Language: English
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W4306194643
