When Do Long-Run Identifying Restrictions Give Reliable Results?
- 1 July 1997
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 15 (3) , 345
- https://doi.org/10.2307/1392338
Abstract
Many recent articles have identified behavioral disturbances in vector autoregressions by imposing restrictions on the long-run effects of shocks. This article ...Keywords
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