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Identification of the long-run and the short-run structure. An application to the ISLM model - MaRDI portal

Identification of the long-run and the short-run structure. An application to the ISLM model (Q1341203)

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scientific article; zbMATH DE number 706582
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English
Identification of the long-run and the short-run structure. An application to the ISLM model
scientific article; zbMATH DE number 706582

    Statements

    Identification of the long-run and the short-run structure. An application to the ISLM model (English)
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    16 February 1995
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    identification
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    cointegration
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    long-run parameters
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    short-run parameters
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    linear restrictions
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    switching algorithm
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    ISLM model
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    Identifiers