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On the long-run neutrality of demand shocks - MaRDI portal

On the long-run neutrality of demand shocks (Q1668033)

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scientific article; zbMATH DE number 6930027
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English
On the long-run neutrality of demand shocks
scientific article; zbMATH DE number 6930027

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    On the long-run neutrality of demand shocks (English)
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    31 August 2018
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    smooth transition VAR models
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    identification via heteroskedasticity
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    long-run neutrality
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