From a var model to a structural model, with an application to the wage–price spiral

DOI10.1002/JAE.3950050302zbMath0713.62109OpenAlexW1971323322WikidataQ126224497 ScholiaQ126224497MaRDI QIDQ3198775

R. Rabemananjara, Alain Monfort

Publication date: 1990

Published in: Journal of Applied Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/jae.3950050302

zbMATH Keywords

vector autoregressionexogeneitysequential testingoveridentifying restrictionsmodel building strategyasymptotic least squareseconometric structural modelFrench wage-price sectornon- causalityunconstrained vector autoregression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

Typologies of linear dynamic systems and models ⋮ A survey of exogeneity in vector error correction models ⋮ Qualitative threshold ARCH models ⋮ Encompassing univariate models in multivariate time series. A case study

This page was built for publication: From a var model to a structural model, with an application to the wage–price spiral