An application of estimating structural vector autoregression models with long-run restrictions
- 30 November 1993
- journal article
- Published by Elsevier in Journal of Macroeconomics
- Vol. 15 (4) , 723-745
- https://doi.org/10.1016/s0164-0704(05)80007-2
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Shifting trends, segmented trends, and infrequent permanent shocksJournal of Monetary Economics, 1991
- Identifying VAR models under rational expectationsJournal of Monetary Economics, 1990
- Testing for a Unit Root in a Time Series with a Changing MeanJournal of Business & Economic Statistics, 1990
- How Big Is the Random Walk in GNP?Journal of Political Economy, 1988
- Are Output Fluctuations Transitory?The Quarterly Journal of Economics, 1987
- Vector Autoregressions and RealityJournal of Business & Economic Statistics, 1987
- Atheoretical macroeconometrics: A critiqueJournal of Monetary Economics, 1985
- Trends and random walks in macroeconmic time seriesJournal of Monetary Economics, 1982
- A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’Journal of Monetary Economics, 1981
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979