Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource]
the elements of A and D. To see how the model is identified in the SVAR literature,
note that Eu u A D D A
tt
g162 g61 g … estimating the reduced-form model, i.e., Eu u
tt
t
T
g36g36
g36
g162 g61
g61
g229
1
g83 ,
where g36u
t
is the vector of … All Alike?” in Robert J. Gordon,
ed., The American Business Cycle (University of Chicago Press, 1986).
Campbell, John Y …