Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions (Q3160928)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions |
scientific article |
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Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions (English)
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11 October 2010
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impulse response analysis
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local-to-unity asymptotics
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long-run restrictions
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persistence
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structural vector autoregressive models
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