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- Wed Nov 12, 2014 12:36 am
- Forum: Econometric Discussions
- Topic: Unrestricted VAR and Simultaneous Shocks
- Replies: 0
- Views: 1699
Unrestricted VAR and Simultaneous Shocks
I am working on the interaction between monetary policy and macroprudential policy (propensity to tighten). I have six variables including the latter two. I have impulse response functions for each variable already. My question is: how do I go about simultaneous shocks of monetary and macroprudentia...
