Preprint
Jul 2026
A Structural Matrix Autoregression Framework for International Spillovers
Understanding how macroeconomic shocks propagate across countries requires structural models that can jointly identify country-specific shocks and their international transmission. Yet extending structural vector autoregressions (SVARs) to large multi-country systems is challenging due to rapidly increasing dimensional...
Ignacio Moreira Lara, J. Prüser, C. Hanck
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