On identifying permanent and transitory shocks in VAR models (Q1129154)
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scientific article; zbMATH DE number 1190244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On identifying permanent and transitory shocks in VAR models |
scientific article; zbMATH DE number 1190244 |
Statements
On identifying permanent and transitory shocks in VAR models (English)
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13 August 1998
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cointegration
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error-correction models
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impulse responses
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