Does Information Help Recovering Structural Shocks from Past Observations?
Year of publication: |
2006-06
|
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Authors: | Giannone, Domenico ; Reichlin, Lucrezia |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | identification | information | invertibility | structural VAR |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 5725 |
Classification: | C32 - Time-Series Models ; C33 - Models with Panel Data ; E00 - Macroeconomics and Monetary Economics. General ; E32 - Business Fluctuations; Cycles ; O3 - Technological Change; Research and Development |
Source: |
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