Generalized impulse response analysis in linear multivariate models (Q1128549): Difference between revisions
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Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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Property / cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models / rank | |||
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Property / cites work: Impulse response analysis in nonlinear multivariate models / rank | |||
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Property / cites work: Q4001588 / rank | |||
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Property / cites work: Impulse response analysis of cointegrated systems / rank | |||
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Property / cites work: LONG-RUN STRUCTURAL MODELLING / rank | |||
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Property / cites work: Cointegration and speed of convergence to equilibrium / rank | |||
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Latest revision as of 14:43, 28 May 2024
scientific article
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English | Generalized impulse response analysis in linear multivariate models |
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Generalized impulse response analysis in linear multivariate models (English)
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13 August 1998
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generalized impulse responses
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forecast error variance decompositions
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VAR
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cointegration
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