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The document discusses the use of Structural Vector Autoregressions (SVAR) in macroeconomic analysis to estimate the effects of economic shocks such as monetary and fiscal policy. It outlines the theoretical framework, estimation methods, and identification strategies for SVAR models, including short-run and long-run recursive approaches, sign restrictions, and maximization techniques. The goal is to provide policymakers with insights into the transmission mechanisms of economic shocks and their implication

Author

Leo Teruel

Language

EN