Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

DOI10.1111/j.1467-937X.2009.00578.xzbMath1231.91381MaRDI QIDQ3563640

Daniel F. Waggoner, Tao Zha, Juan Francisco Rubio-Ramıŕez

Publication date: 1 June 2010

Published in: Review of Economic Studies (Search for Journal in Brave)

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

91B51: Dynamic stochastic general equilibrium theory

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