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structural models in the general case where the model might contain more than one permanent structural shock. It provides a …
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structural models in the general case where the model might contain more than one permanent structural shock. It provides a …-run restrictions than are needed because of a failure to fully utilize the cointegration information. …
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The objective of this paper is to describe and analyze with appropriate statistical models the links between the work quality latent factors using data from a recent Survey on the Italian Social Cooperatives known as ICSI2007. Due to the task complexity, the analysis is carry out by a two-step...
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Economic agents using information that is not incorporated in the econometric model is seen as a possible reason for why nonfundamental shocks are important in econometric models. Allowing for nonfundamental shocks in structural vector autoregressive (SVAR) analysis by considering moving average...
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