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East European Economic Reform: Some Simulations on a Structural Vector Autoregressive Model

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  • Blangiewicz, Maria
  • Charemza, Wojciech W.

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  • Blangiewicz, Maria & Charemza, Wojciech W., 1999. "East European Economic Reform: Some Simulations on a Structural Vector Autoregressive Model," Journal of Policy Modeling, Elsevier, vol. 21(5), pages 535-557, September.
    • Handle: RePEc:eee:jpolmo:v:21:y:1999:i:5:p:535-557
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    1. Blanchard, Olivier Jean & Quah, Danny, 1989. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, American Economic Association, vol. 79(4), pages 655-673, September.
    2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    3. Dewatripont, Mathias & Roland, Gerard, 1995. "The Design of Reform Packages under Uncertainty," American Economic Review, American Economic Association, vol. 85(5), pages 1207-1223, December.
    4. Blanchard, Olivier Jean & Quah, Danny, 1993. "The Dynamic Effects of Aggregate Demand and Supply Disturbances: Reply," American Economic Review, American Economic Association, vol. 83(3), pages 653-658, June.
    5. Park, Joon Y. & Phillips, Peter C.B., 1989. "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, Cambridge University Press, vol. 5(1), pages 95-131, April.
    6. Kent Osband, 1992. "Index Number Biases during Price Liberalization," IMF Staff Papers, Palgrave Macmillan, vol. 39(2), pages 287-309, June.
    7. Murrell, Peter, 1992. "Evolutionary and Radical Approaches to Economic Reform," Economic Change and Restructuring, Springer, vol. 25(1), pages 79-95.
    8. Bernanke, Ben S., 1986. "Alternative explanations of the money-income correlation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 49-99, January.
    9. Eduardo Borensztein & Manmohan S. Kumar, 1991. "Proposals for Privatization in Eastern Europe," IMF Staff Papers, Palgrave Macmillan, vol. 38(2), pages 300-326, June.
    10. Lippi, Marco & Reichlin, Lucrezia, 1993. "The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment," American Economic Review, American Economic Association, vol. 83(3), pages 644-652, June.
    11. Antoni Chawluk & Rod Cross, 1997. "Measures Of Shortage And Monetary Overhang In The Polish Economy," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 105-115, February.
    12. Welfe, Wladyslaw & Gajda, Jan & Zoltowska, Elzbieta, 1992. "On the methodology of constructing large econometric models of an East European economy (Poland) : A comment," Economic Modelling, Elsevier, vol. 9(2), pages 137-145, April.
    13. Aghion, Philippe & Blanchard, Olivier & Burgess, Robin, 1994. "The behaviour of state firms in eastern Europe, pre-privatisation," European Economic Review, Elsevier, vol. 38(6), pages 1327-1349, June.
    14. Charemza, Wojciech W., 1991. "Large econometric models of an East European economy : A critique of the methodology," Economic Modelling, Elsevier, vol. 8(1), pages 45-62, January.
    15. Bruno, Michael, 1989. "Econometrics and the Design of Economic Reform," Econometrica, Econometric Society, vol. 57(2), pages 275-306, March.
    16. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-144, January.
    17. Mr. Eduardo Borensztein, 1991. "Proposals for Privatization in Eastern Europe," IMF Working Papers 1991/036, International Monetary Fund.
    18. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June.
    19. David Lipton & Jeffrey D. Sachs, 1990. "Creating a Market Economy in Eastern Europe: The Case of Poland," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 21(1), pages 75-148.
    20. Klein, L. R., 1991. "Model building for a planned system," Economic Modelling, Elsevier, vol. 8(4), pages 418-423, October.
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