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.
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 [...]
On the Influence of Some External and Internal Shocks on Russian Macroeconomic Indicators 