Structural Identification of Permanent Shocks in VEC Models: A Generalization
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Citations
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Cited by:
- Fisher, Lance A. & Huh, Hyeon-seung, 2019.
"An IV framework for combining sign and long-run parametric restrictions in SVARs,"
Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
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"Long-run identifying restrictions on VARs within the AS-AD framework,"
MPRA Paper
34660, University Library of Munich, Germany.
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- 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.
- Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005.
"Comparing SVARs and SEMs: two models of the UK economy,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
- Jan P. A. M. Jacobs & Kenneth F. Wallis, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
- Hyeon-Seung Huh & David Kim, 2014.
"Do SVAR Models Justify Discarding the Technology-Shock-Driven Real Business Cycle Hypothesis?,"
The Economic Record, The Economic Society of Australia, vol. 90(288), pages 98-118, March.
- Hyeon-seung Huh & David Kim, 2013. "Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?," Working papers 2013rwp-59, Yonsei University, Yonsei Economics Research Institute.
- repec:dgr:rugsom:02c56 is not listed on IDEAS
- Martin Bruns & Helmut Lutkepohl, 2024. "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," University of East Anglia School of Economics Working Paper Series 2024-06, School of Economics, University of East Anglia, Norwich, UK..
- Binet, Marie-Estelle & Pentecôte, Jean-Sébastien, 2015.
"Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view,"
Economic Modelling, Elsevier, vol. 51(C), pages 412-423.
- Marie-Estelle Binet & Jean-Sébastien Pentecôte, 2015. "Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view," Post-Print halshs-01238568, HAL.
- Helmut Lütkepohl & Anton Velinov, 2016.
"Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions Via Heteroskedasticity,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 377-392, April.
- 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.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity," CESifo Working Paper Series 4651, CESifo.
- 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.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity," Discussion Papers of DIW Berlin 1356, DIW Berlin, German Institute for Economic Research.
- Yanick Desnoyers, 2001. "L'effet de la richesse sur la consommation aux États-Unis," Staff Working Papers 01-14, Bank of Canada.
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"The Relation between Monetary Policy and the Stock Market in Europe,"
Econometrics, MDPI, vol. 6(3), pages 1-14, August.
- Helmut Lütkepohl & Aleksei Netsunajev, 2018. "The Relation between Monetary Policy and the Stock Market in Europe," Discussion Papers of DIW Berlin 1729, DIW Berlin, German Institute for Economic Research.
- Fisher, Lance A. & Huh, Hyeon-seung & Otto, Glenn, 2012. "Structural cointegrated models of US consumption and wealth," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1111-1124.
- Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
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