Max-share misidentification
Max-share identification relies on a decomposition of the forecast error variance (FEV) over a target horizon, often conflating multiple shocks due to dependence on impulse responses at untargeted horizons and the shapes of responses to untargeted shocks. This paper introduces a "single horizon...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2024
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2796 https://ink.library.smu.edu.sg/context/soe_research/article/3795/viewcontent/Max_Share_Misidentification.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |