The dynamic effects of aggregate demand and supply disturbances: Another Look

DOI10.1016/0165-1765(95)00680-EzbMath0875.90208MaRDI QIDQ672613

William J. Crowder

Publication date: 28 February 1997

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

zbMATH Keywords

IdentificationCointegrationCommon trends representationStructural VAR

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (3)

A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems ⋮ Misinterpreting the dynamic effects of aggregate demand and supply disturbances ⋮ Calculation of aggregate demand and supply disturbances from a common trends model

Cites Work

• Interpreting cointegrated models
• Statistical analysis of cointegration vectors
• Exogeneity
• Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
• Testing for Common Trends
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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