{"title":"平滑过渡 SVAR 和外部工具：关于识别假设的见解","authors":"Giovanni Barci","doi":"10.1016/j.econlet.2024.111902","DOIUrl":null,"url":null,"abstract":"<div><p>Identification of smooth-transition VAR structural parameters using an external instrument requires supplementary assumptions relative to the benchmark linear case. This paper shows that such additional discretion may have relevant implications for impulse response functions estimates.</p></div>","PeriodicalId":2,"journal":{"name":"ACS Applied Bio Materials","volume":"243 ","pages":"Article 111902"},"PeriodicalIF":4.6000,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Smooth-transition SVAR and external instrument: Insights on the identifying assumptions\",\"authors\":\"Giovanni Barci\",\"doi\":\"10.1016/j.econlet.2024.111902\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>Identification of smooth-transition VAR structural parameters using an external instrument requires supplementary assumptions relative to the benchmark linear case. This paper shows that such additional discretion may have relevant implications for impulse response functions estimates.</p></div>\",\"PeriodicalId\":2,\"journal\":{\"name\":\"ACS Applied Bio Materials\",\"volume\":\"243 \",\"pages\":\"Article 111902\"},\"PeriodicalIF\":4.6000,\"publicationDate\":\"2024-08-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ACS Applied Bio Materials\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0165176524003860\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATERIALS SCIENCE, BIOMATERIALS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACS Applied Bio Materials","FirstCategoryId":"96","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0165176524003860","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATERIALS SCIENCE, BIOMATERIALS","Score":null,"Total":0}
引用次数: 0
摘要
相对于基准线性情况，使用外部工具识别平稳过渡 VAR 结构参数需要额外的假设。本文表明，这种额外的自由裁量权可能会对脉冲响应函数的估计产生相关影响。
Smooth-transition SVAR and external instrument: Insights on the identifying assumptions
Identification of smooth-transition VAR structural parameters using an external instrument requires supplementary assumptions relative to the benchmark linear case. This paper shows that such additional discretion may have relevant implications for impulse response functions estimates.
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