search query: @author Reichlin, L. / total: 4
reference: 1 / 4
« previous | next »
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'. |
« previous | next »
SCIMA