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Identification Methods In Vector-Error Correction Models: Equivalence Results

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  • Lance A. Fisher
  • Hyeon-seung Huh

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  • Lance A. Fisher & Hyeon-seung Huh, 2014. "Identification Methods In Vector-Error Correction Models: Equivalence Results," Journal of Economic Surveys, Wiley Blackwell, vol. 28(1), pages 1-16, February.
    • Handle: RePEc:bla:jecsur:v:28:y:2014:i:1:p:1-16
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    File URL: http://hdl.handle.net/10.1111/joes.2014.28.issue-1
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    Cited by:

    1. Lütkepohl, Helmut & Velinov, Anton, 2014. "Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity," SFB 649 Discussion Papers 2014-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Lütkepohl, Helmut & Velinov, Anton, 2016. "Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 30, pages 377-392.
    3. Skrobotov, Anton (Скроботов, Антон) & Turuntseva, Marina (Турунцева, Марина), 2015. "Theoretical Aspects of Modeling of the SVAR [Теоретические Аспекты Моделирования Svar]," Published Papers mak8, Russian Presidential Academy of National Economy and Public Administration.
    4. repec:hum:wpaper:sfb649dp2014-009 is not listed on IDEAS
    5. Helmut Lütkepohl & Aleksei Netšunajev, 2018. "The Relation between Monetary Policy and the Stock Market in Europe," Econometrics, MDPI, vol. 6(3), pages 1-14, August.

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