Estimation of structural impulse responses: short-run versus long-run identifying restrictions (Q2316732): Difference between revisions

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Property / DOI: 10.1007/s10182-017-0300-9 / rank
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Property / author: Helmut Lütkepohl / rank
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Property / author: Helmut Lütkepohl / rank
 
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Property / OpenAlex ID: W2596366588 / rank
 
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Property / cites work: Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions / rank
 
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Property / cites work: Structural Vector Autoregressive Analysis / rank
 
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Property / cites work: Q5312885 / rank
 
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Latest revision as of 23:32, 17 December 2024

scientific article
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Estimation of structural impulse responses: short-run versus long-run identifying restrictions
scientific article

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    Estimation of structural impulse responses: short-run versus long-run identifying restrictions (English)
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    6 August 2019
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    impulse responses
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    structural vector autoregressive model
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    long-run multipliers
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    short-run multipliers
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    Identifiers