Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments

Keyphrases

• Vector Autoregression 100%
• Macroeconomics 100%
• One-step Method 100%
• External Instruments 100%
• Dynamic Causal Effects 100%
• Control Variables 50%
• Instrument Validity 50%
• Instrumental Variable Regression 50%
• Endogenous Variable 50%
• Invertibility 50%
• Invertible 50%
• Macroeconomic Shocks 50%
• Local Projections 50%
• Validity Conditions 50%
• Two-step Method 50%

Economics, Econometrics and Finance

• Macroeconomics 100%
• Autoregression 100%
• Instrumental Variables 50%
• Shock 50%