Estimation and inference of the forecast error variance decomposition for set-identified SVARs

Journal of Econometrics 2026 Open access

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Authors: Francesco Fusari, Joe Marlow, Alessio Volpicella

DOI: 10.1016/j.jeconom.2026.106233

Cited by: 3

References: 50

Fields of Study & Subjects

Machine Fault Diagnosis Techniques Control Systems and Identification Blind Source Separation Techniques

References 50