On the long-run neutrality of demand shocks
Year of publication: |
February 2016
|
---|---|
Authors: | Chen, Wenjuan ; Netšunajev, Aleksei |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 139.2016, p. 57-60
|
Subject: | Smooth transition VAR models | Identification via heteroskedasticity | Long-run neutrality | VAR-Modell | VAR model | Schock | Shock | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Neutralität des Geldes | Neutrality of money | Schätztheorie | Estimation theory |
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