Long- versus medium-run identification in fractionally integrated VAR models (Q2512358)
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scientific article; zbMATH DE number 6326809
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| English | Long- versus medium-run identification in fractionally integrated VAR models |
scientific article; zbMATH DE number 6326809 |
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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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0.7849699258804321
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0.7832530736923218
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0.7831193208694458
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0.782995343208313
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