1

An asymmetric ARCH model and the non-stationarity of Clustering and Leverage effects,

Xin Li and Carlos F. Tolmasky, from arXiv.org (2015)

Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy,

Kurt Lunsford, from Federal Reserve Bank of Cleveland (2015)

Keywords: Productivity Shocks; F Statistic; TFP; Weak IV; Structural Vector Autoregression; Proxy Variable