Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?

Herwartz, HelmutHelmutHerwartzLange, AlexanderAlexanderLangeMaxand, SimoneSimoneMaxand2021-12-012021-12-012021https://resolver.sub.uni-goettingen.de/purl?gro-2/94794enhttp://creativecommons.org/licenses/by/4.0/Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?journal_article10.1111/ecin.13035