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~institution:"Schweizerische Nationalbank (SNB)"
~person:"Pesaran, M. Hashem"
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Long-run structural vector autoregression
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Pesaran, M. Hashem
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A VECX* model of the Swiss economy
Assenmacher, Katrin
;
Pesaran, M. Hashem
-
Schweizerische Nationalbank (SNB)
-
2009
This paper applies the modelling strategy of Garratt, Lee, Pesaran and Shin (2003) to the
estimation
of a structural …
Persistent link: https://www.econbiz.de/10008471878
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