𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The “price puzzle” in the monetary transmission VARs with long-run restrictions

✍ Scribed by Dejan Krusec


Book ID
116422284
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
326 KB
Volume
106
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Efficient tests of long-run causation in
✍ Jonathan B. Hill 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 176 KB

## Abstract This paper develops a simple sequential multiple‐horizon non‐causation test strategy for trivariate VAR models (with one auxiliary variable). We apply the test strategy to a rolling window study of money supply and real income, with the price of oil, the unemployment rate and the spread