search query: @freeterm non-fundamentalness / total: 1
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| Author: | Giannone, D. Reichlin, L. |
| Title: | Does information help recovering structural shocks from past observations? |
| Journal: | Journal of the European Economic Association
2006 : MAY, VOL. 4:2-3, p. 455-465 |
| Index terms: | |
| Freeterms: | structural vector autogression non-fundamentalness |
| Language: | eng |
| Abstract: | This article discusses two questions. First, how can one detect empirically whether the shocks recovered from the estimates of a structural vector autogression are really structural? Second, can the problem of non-fundamentalness be solved by concidering additional information? The aythors state that the anwer to the first question is 'eys' and to the second one 'under some conditions'. |
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