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Conditional and structural error correction models reply

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  • Boswijk, H. Peter

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  • Boswijk, H. Peter, 1995. "Conditional and structural error correction models reply," Journal of Econometrics, Elsevier, vol. 69(1), pages 173-175, September.
    • Handle: RePEc:eee:econom:v:69:y:1995:i:1:p:173-175
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    References listed on IDEAS

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    1. Sims, Christopher A., 1991. "Empirical analysis of macroeconomic time series: VAR and structural models : by Michael P. Clements and Grayham E. Mizon," European Economic Review, Elsevier, vol. 35(4), pages 922-932, May.
    2. Urbain, Jean-Pierre, 1995. "Partial versus full system modelling of cointegrated systems an empirical illustration," Journal of Econometrics, Elsevier, vol. 69(1), pages 177-210, September.
    3. Ericsson, Neil R., 1995. "Conditional and structural error correction models," Journal of Econometrics, Elsevier, vol. 69(1), pages 159-171, September.
    4. Clements, Michael P. & Mizon, Grayham E., 1991. "Empirical analysis of macroeconomic time series : VAR and structural models," European Economic Review, Elsevier, vol. 35(4), pages 887-917, May.
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    Cited by:

    1. Gabe de Bondt, 1999. "Credit channels and consumption in Europe: empirical evidence," BIS Working Papers 69, Bank for International Settlements.
    2. Kyungho Jang, 2001. "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers 01-04, Ohio State University, Department of Economics.
    3. repec:rre:publsh:v:36:y:2006:i:3:p:400-426 is not listed on IDEAS
    4. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003. "Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model," RCER Working Papers 502, University of Rochester - Center for Economic Research (RCER).

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