Estimating structural macroeconomic shocks through long run recursive restrictions on vector autoregressive models: the problem of identification
Taylor, Mark P.
Estimating structural macroeconomic shocks through long run recursive restrictions on vector autoregressive models: the problem of identification J5273 2004 - 2004 - 229-244 V. 9 Issue. 3
Finance and Economics
Structural vector autoregression;Long run recursive restrictions;Identification;
Estimating structural macroeconomic shocks through long run recursive restrictions on vector autoregressive models: the problem of identification J5273 2004 - 2004 - 229-244 V. 9 Issue. 3
Finance and Economics
Structural vector autoregression;Long run recursive restrictions;Identification;