SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Econometric analysis of structural systems with permanent and transitory shocks · Study

ArticleShelves

ArticleEconometric analysis of structural systems with permanent and transitory shocks

A. R. Pagan2008

Article2008

Econometric analysis of structural systems with permanent and transitory shocks

A. R. Pagan · M. Hashem Pesaran

92 citations·0/0 files stored·Journal of Economic Dynamics and Control

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Economic Theory and Policy Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 92 citations exist upstream.

References

1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?2006The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks 1988Sources of Business Cycle Fluctuations 2003A method for taking models to the data 2005What caused the early millennium slowdown? Evidence based on vector autoregressions

Cited by

2018Crowding-out or crowding-in? Public and private investment in India 2014Fiscal Policies and Credit Regimes: A TVAR Approach 2012Econometric Modelling with Time Series: Specification, Estimation and Testing 2013MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 2014STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG‐RUN RESTRICTIONS VIA HETEROSKEDASTICITY

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008Econometric Analysis of Structural Systems with Permanent and Transitory Shockspreprint · 10 shared references 2006Global and National Macroeconometric Modellingbook · 6 shared references 2016Macroeconomic Shocks and Their Propagationreport · 5 shared references 2006Assessing Structural VARsreport · 5 shared references 2019Carbon emissions and business cyclesarticle · 5 shared references 2006Assessing Structural Varspreprint · 5 shared references

Details

Year2008

Typearticle

Published2008-02-25

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations92

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jedc.2008.01.006

openalex_workW3124635559

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2008

A VECX* Model of the Swiss Economy

2015Econometric Methods for Modelling Systems With a Mixture ofi(1) andi(0) Variables

2014International Transmissions to Australia: The Roles of the USA and Euro Area