-
TRR 391
-
Research
-
Projects
C01
M., Keweloh S. A. (2024). Testing for strong exogeneity in proxy-VARs. Journal of Econometrics 245 (1–2), 105876 . DOI: 10.1016/j.jeconom.2024.105876 . Dzikowski, D., Jentsch, C. (2025). Structural periodic [...] gains in recursive structural vector autoregressions. Oxford Bulletin of Economics and Statistics 88 (1), 36–44 . DOI: 10.1111/obes.70008 . Keweloh, S., A., Wang, S. (2026). Uncertain short-run restrictions [...] and statistically identified structural vector autoregressions. Journal of Applied Econometrics 41 (1), 12–25. DOI: 10.1002/jae.70012 . …