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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003798174
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003495788
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003565717
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R. (contributor);  … - 2007
This paper considers the implications of the permanent/transitory decomposition of shocks for identification of structural models in the general case where the model might contain more than one permanent structural shock. It provides a simple and intuitive generalization of the influential work...
Persistent link: https://www.econbiz.de/10003536155
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An unintended consequence of using "errors in variables shocks" in DSGE models?
Pagan, Adrian R. - 2016
Persistent link: https://www.econbiz.de/10011777175
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian; Pesaran, Mohammad Hashem - 2007
This paper considers the implications of the permanent/transitory decomposition of shocks for identification of structural models in the general case where the model might contain more than one permanent structural shock. It provides a simple and intuitive generalization of the influential work...
Persistent link: https://www.econbiz.de/10010276205
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian; Pesaran, Mohammad Hashem - 2007
This paper considers the implications of the permanent/transitory decomposition of shocks for identification of structural models in the general case where the model might contain more than one permanent structural shock. It provides a simple and intuitive generalization of the influential work...
Persistent link: https://www.econbiz.de/10010276256
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On Econometric Analysis of Structural Systemswith Permanent and Transitory Shocksand Exogenous Variables
Pagan, Adrian; Pesaran, M. Hashem - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2007
This paper considers the implications of the permanent/transitory decomposition of shocksfor identification of structural models in the general case where the model might contain morethan one permanent structural shock. It provides a simple and intuitive generalization of theinfluential work of...
Persistent link: https://www.econbiz.de/10005863249
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Shocking stories
Levtchenkova, S.; Pagan, Adrian R.; Robertson, John C. - In: Practical issues in cointegration analysis, (pp. 91-116). 1999
Persistent link: https://www.econbiz.de/10001550926