Long- versus medium-run identification in fractionally integrated VAR models (Q2512358)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long- versus medium-run identification in fractionally integrated VAR models |
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Long- versus medium-run identification in fractionally integrated VAR models (English)
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7 August 2014
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structural vector autoregression
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long-run restriction
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finite-horizon identification
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fractional integration
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impulse response function
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