@data{identifyin/2022, author = {Yamamoto, Yohei and Hara, Naoko}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {identifying-factoraugmented-vector-autoregression-models-via-changes-in-shock-variances}, year = {2022}, version = {1}, url = {https://jda-test.zbw.eu/dataset/identifying-factoraugmented-vector-autoregression-models-via-changes-in-shock-variances} }