Pub Date : 2024-02-01DOI: 10.1016/j.jedc.2024.104837
Martin Bruns, Helmut Lütkepohl
{"title":"Heteroskedastic Proxy Vector Autoregressions: An Identification-Robust Test for Time-Varying Impulse Responses in the Presence of Multiple Proxies","authors":"Martin Bruns, Helmut Lütkepohl","doi":"10.1016/j.jedc.2024.104837","DOIUrl":"https://doi.org/10.1016/j.jedc.2024.104837","url":null,"abstract":"","PeriodicalId":504376,"journal":{"name":"Journal of Economic Dynamics and Control","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139814031","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-01DOI: 10.1016/j.jedc.2024.104823
Vincenzo De Lipsis, P. Agnolucci
{"title":"Climate change and the US wheat commodity market","authors":"Vincenzo De Lipsis, P. Agnolucci","doi":"10.1016/j.jedc.2024.104823","DOIUrl":"https://doi.org/10.1016/j.jedc.2024.104823","url":null,"abstract":"","PeriodicalId":504376,"journal":{"name":"Journal of Economic Dynamics and Control","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139813561","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}