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On identifying permanent and transitory shocks in VAR models · Study

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ArticleOn identifying permanent and transitory shocks in VAR models

Minxian Yang1998

Article1998

On identifying permanent and transitory shocks in VAR models

13 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

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References

1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1995Estimation of Common Long-Memory Components in Cointegrated Systems 1995Estimation of Common Long-Memory Components in Cointegrated Systems 1992A Representation of Vector Autoregressive Processes Integrated of Order 2 1995Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output

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Year1998

Typearticle

Published1998-02-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations13

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1765(97)00268-1

openalex_workW2073558004

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