Media type: E-Book Title: Asymptotically valid bootstrap inference for proxy SVARs Contributor: Jentsch, Carsten [Author]; Lunsford, Kurt G. [Author] Published: [Cleveland, OH]: Federal Reserve Bank of Cleveland, 2019 Published in: Federal Reserve Bank of Cleveland: Federal Reserve Bank of Cleveland working paper series ; 2019,8 Extent: 1 Online-Ressource (circa 51 Seiten); Illustrationen Language: English DOI: 10.26509/frbc-wp-201908 Identifier: Keywords: External Instruments ; Mixing ; Proxy Variables ; Residual-Based Moving Block Bootstrap ; Structural Vector Autoregression ; Wild Bootstrap ; Graue Literatur Origination: Footnote: Access State: Open Access