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On identifying permanent and transitory shocks in VAR models

✍ Scribed by Minxian Yang

Book ID: 117333100
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 47 KB
Volume: 58
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(97)00268-1

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