angusmoore/varHFinstrument
Implements the external instrument identification method from Gertler Karadi (and others) for the R vars package

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angusmoore/varHFinstrument: Implements the external instrument identification method from Gertler Karadi (and others) for the R vars package
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Implements the external instrument identification method from Gertler Karadi (and others) for the R vars package

externalinstrumentIdentify the impulse response for a VAR (using the VAR...
GKdataReplication data from Gertler and Karadi (2015).
angusmoore/varHFinstrument documentation built on Aug. 25, 2022, 11:35 a.m.

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