Pages that link to "Item:Q2654404"
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The following pages link to Econometric analysis of structural systems with permanent and transitory shocks (Q2654404):
Displaying 12 items.
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- Misinterpreting the dynamic effects of aggregate demand and supply disturbances (Q672617) (← links)
- Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy (Q736560) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Identifying a permanent markup shock and its implications for macroeconomic dynamics (Q991403) (← links)
- Calculation of aggregate demand and supply disturbances from a common trends model (Q1606382) (← links)
- On weak identification in structural VARMA models (Q1673503) (← links)
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)
- Non-linear dimension reduction in factor-augmented vector autoregressions (Q6558551) (← links)
