Testing for Sufficient Information in Structural VARs
Year of publication: |
2011-01
|
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Authors: | Forni, Mario ; Gambetti, Luca |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | FAVAR models | information | non-fundamentalness | Structural VAR | technology shocks |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 8209 |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation |
Source: |
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Testing for Sufficient Information in Structural VARs
Forni, Mario, (2011)
-
Sufficient information in structural VARs
Forni, Mario, (2011)
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Testing for Sufficient Information in Structural VARs
Forni, Mario, (2011)
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Fiscal Foresight and the Effects of Goverment Spending
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Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
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Forni, Mario, (2013)
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