A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems

DOI10.1016/S0165-1765(97)00132-8zbMath0896.90049MaRDI QIDQ1389469

Antonio Ribba

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

identificationcointegrationstructural VAR

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (2)

PERMANENT-TRANSITORY DECOMPOSITIONS UNDER WEAK EXOGENEITY ⋮ Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models

Cites Work

• The dynamic effects of aggregate demand and supply disturbances: Another Look
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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