Generalized impulse response analysis in linear multivariate models
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Publication:1128549
DOI10.1016/S0165-1765(97)00214-0zbMath0903.90028MaRDI QIDQ1128549
M. Hashem Pesaran, Yongcheol Shin
Publication date: 13 August 1998
Published in: Economics Letters (Search for Journal in Brave)
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Uses Software
Cites Work
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- Impulse response analysis in nonlinear multivariate models
- Impulse response analysis of cointegrated systems
- Cointegration and speed of convergence to equilibrium
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- LONG-RUN STRUCTURAL MODELLING
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