search query: @indexterm vector autoregression models / total: 14
reference: 2 / 14
| Author: | Erceg, C. J. Guerrieri, L. Gust, C. |
| Title: | Can long-run restrictions identify technology shocks? |
| Journal: | Journal of the European Economic Association
2005 : DEC, VOL. 3:6, p. 1237-1278 |
| Index terms: | vector autoregression models |
| Language: | eng |
| Abstract: | This article discusses the reliability of Galí's approach of imposing restrictions on a vector autogression (VAR) through Monte Carlo simulations using calibrated business cycle models. |
SCIMA