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ArticleA spectral decomposition for structural VAR models

Alfred Stiassny1996

Article1996

A spectral decomposition for structural VAR models

Alfred Stiassny

183 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Statistical and numerical algorithms

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Statistical analysis of cointegration vectors 1995Journal of the American Statistical Association 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1972MONEY, INCOME, AND CAUSALITY 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series 1993Introduction to Multiple Time Series Analysis 1986Alternative Explanations of the Money-Income Correlation

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Year1996

Typearticle

Published1996-12-01

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations183

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/bf01180700

openalex_workW2006180269

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