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Economic and VAR shocks : what can go wrong?

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - In: Journal of the European Economic Association 4 (2006) 2/3, pp. 466-474

Persistent link: https://www.econbiz.de/10003353464

A, B, Cś (and Dś) for understanding VARs

Fernández-Villaverde, Jesús (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003335097

ABCs (and Ds) of understanding VARs

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - In: The American economic review 97 (2007) 3, pp. 1021-1026

Persistent link: https://www.econbiz.de/10003505621

A, B, C's (and D)'s for understanding VARs

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2005

Persistent link: https://www.econbiz.de/10002921327

Markov-Switching structural vector autoregressions : theory and application

Rubio-Ramírez, Juan Francisco (contributor); … - 2005

"This paper develops a new and easily implementable necessary and sufficient condition for the exact identification of a Markov-switching structural vector autoregression (SVAR) model. The theorem applies to models with both linear and some nonlinear restrictions on the structural parameters. We...