A Non-Causal Identification Scheme for Vector Autoregressions
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | franchi, massimo |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | var | identification | recursive decompositions |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 290 |
| Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; C51 - Model Construction and Estimation |
| Source: |
Persistent link: https://www.econbiz.de/10005345406