Showing 1 - 10 of 37,575
Persistent link: https://www.econbiz.de/10013339303
Persistent link: https://www.econbiz.de/10012224454
Long run neutrality restrictions have been widely used to identify structural shocks in VAR models. This paper revisits the seminal paper by Blanchard and Quah (1989), and investigates their identification scheme. We use structural VAR models with smoothly changing covariances for identification...
Persistent link: https://www.econbiz.de/10011349551
Persistent link: https://www.econbiz.de/10012581941
Persistent link: https://www.econbiz.de/10003567001
Persistent link: https://www.econbiz.de/10003646026
Persistent link: https://www.econbiz.de/10003740609
Persistent link: https://www.econbiz.de/10003782968
Persistent link: https://www.econbiz.de/10003372459
through error spillover effects. Bootstrapped error bands are also provided for the cross country responses of a shock to the …
Persistent link: https://www.econbiz.de/10003974674