A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems
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- Pentecôte, J.-S., 2010. "Long-run identifying restrictions on VARs within the AS-AD framework," MPRA Paper 34660, University Library of Munich, Germany.
- Jean-Sébastien Pentecôte, 2011. "Long-run identifying restrictions on VARs within the AS-AD framework," Economics Working Paper Archive (University of Rennes & University of Caen) 201125, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- Fisher, Lance A. & Huh, Hyeon-Seung & Summers, Peter M., 2000. "Structural Identification of Permanent Shocks in VEC Models: A Generalization," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 53-68, January.
- Di Casola, Paola & Sichlimiris, Spyridon, 2020. "TFP news, stock market booms and the business cycle: Revisiting the evidence with VEC models," Working Paper Series 388, Sveriges Riksbank (Central Bank of Sweden).
- Antonio Ribba, 2011.
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- Antonio RIBBA, 2008. "On Some Neglected Implications of the Fisher Effect," EcoMod2008 23800114, EcoMod.
- Antonio Ribba, 2009. "On Some Neglected Implications of the Fisher Effect," Center for Economic Research (RECent) 033, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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- Lee, Tae-Hwy & Yang, Weiping, 2007. "Permanent and transitory components of GDP and stock prices: further analysis," UC3M Working papers. Economics we20070525, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Antonio Ribba, 2012.
"The federal funds rate and the conduction of the international orchestra,"
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- Antonio Ribba, 2010. "The Federal Funds Rate and the Conduction of the International Orchestra," Department of Economics 0629, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Antonio Ribba, 2012. "The federal funds rate and the conduction of the international orchestra," Center for Economic Research (RECent) 086, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Hyeon-seung Huh & Yeana Lee, 2012. "A note on the equivalence of the Blanchard and Quah (1989) and Sims (1980) identification procedures," Economics Bulletin, AccessEcon, vol. 32(3), pages 2646-2652.
- Fisher, Lance A. & Huh, Hyeon-seung, 1999. "Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models," Economics Letters, Elsevier, vol. 63(2), pages 159-165, May.
- Antonio Ribba, 2003. "Short-run and long-run interaction between inflation and unemployment in the USA," Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 373-376.
- Ribba, Antonio, 2003. "Permanent-transitory decompositions and traditional measures of core inflation," Economics Letters, Elsevier, vol. 81(1), pages 109-116, October.
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- Marie-Estelle Binet & Jean-Sébastien Pentecôte, 2015. "Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view," Post-Print halshs-01238568, HAL.
- Fisher, Lance A. & Huh, Hyeon-seung & Tallman, Ellis W., 2003. "Permanent income and transitory variation in investment and output," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 149-168, June.
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