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;

Copyright @ 2024  |  All rights reserved, H.T. Parekh Library, Krea University, Sri City