Showing 1 - 9 of 9
This paper provides a general procedure to estimate structural vector autoregressions. The algorithm can be used in constant or time-varying coefficient models, and in the latter case, the law of motion of the coefficients can be linear or non-linear. It can deal in a unified way with...
Persistent link: https://www.econbiz.de/10011757703
Persistent link: https://www.econbiz.de/10011950857
Persistent link: https://www.econbiz.de/10009786985
Persistent link: https://www.econbiz.de/10012878884
Persistent link: https://www.econbiz.de/10011343754
Persistent link: https://www.econbiz.de/10010507823
Persistent link: https://www.econbiz.de/10003597676
Persistent link: https://www.econbiz.de/10003627049
Persistent link: https://www.econbiz.de/10003388144