Pages that link to "Item:Q5958098"
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The following pages link to A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098):
Displaying 12 items.
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Some identification problems in the cointegrated vector autoregressive model (Q736675) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Identifying a permanent markup shock and its implications for macroeconomic dynamics (Q991403) (← links)
- The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation (Q1037548) (← links)
- Econometric analysis of structural systems with permanent and transitory shocks (Q2654404) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- PERMANENT-TRANSITORY DECOMPOSITIONS UNDER WEAK EXOGENEITY (Q4562560) (← links)
- ‘Slow-burn’ spillover and ‘fast and furious’ contagion: a study of international stock markets (Q4683033) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)
