Are spectral estimators useful for long-run restrictions in SVARs?
Year of publication: |
2012
|
---|---|
Authors: | Mertens, Elmar |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 36.2012, 12, p. 1831-1844
|
Publisher: |
Elsevier |
Subject: | Structural VAR | Long-run identification | Non-parametric estimation | Spectral factorization |
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