On identifying permanent and transitory shocks in VAR models (Q1129154)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On identifying permanent and transitory shocks in VAR models |
scientific article |
Statements
On identifying permanent and transitory shocks in VAR models (English)
0 references
13 August 1998
0 references
cointegration
0 references
error-correction models
0 references
impulse responses
0 references