## Abstract This paper examines the issue of how to identify the shocks in a cointegrated VAR when the following assumptions are made: the variables can be classified as endogenous or exogenous, there are as many cointegrating relations as endogenous variables, the cointegrating vectors are identif
โฆ LIBER โฆ
Two updated methods for impulse response function estimation
โ Scribed by Xu Keqin
- Book ID
- 102615280
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 265 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0888-3270
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