A review of nonfundamentalness and identification in structural VAR models
Year of publication: |
2008-07
|
---|---|
Authors: | Alessi, Lucia ; Barigozzi, Matteo ; Capasso, Marco |
Institutions: | European Central Bank |
Subject: | dynamic stochastic general equilibrium models | Factor models | Nonfundamentalness | Structural VAR |
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