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An Introductory Review of a Structural VAR-X Estimation and Applications

Sergio
Ocampo-Díaz
Norberto
Rodríguez-Niño
Lunes, 3 Julio 1905

This document presents how to estimate and implement a structural VAR-X model under long run and impact identification restrictions. Estimation by bayesian and maximum likelihood methods is presented. Applications of the structural VAR-X for impulse respo