Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074)
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scientific article; zbMATH DE number 1089383
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| English | Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions |
scientific article; zbMATH DE number 1089383 |
Statements
18 November 1997
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overidentifying constraints
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structural models
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variance decomposition
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Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (English)
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0.87992555
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0.86039513
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0.8534872
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0.8504848
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