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Linearly independent functions Definition The set of functions {φ1, . . . , φn} is called linearly independent on [a, b] if c1φ1(x) + c2φ2(x) + · ·
Definition Reduced form VAR Reduced form VAR Trick Blanchard-Quah Critique General definition IRFs • The IRF gives the jth-period response when the system is shocked
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