haku: @indexterm VECTOR AUTOREGRESSION MODELS / yhteensä: 14
viite: 2 / 14
| Tekijä: | Erceg, C. J. Guerrieri, L. Gust, C. |
| Otsikko: | Can long-run restrictions identify technology shocks? |
| Lehti: | Journal of the European Economic Association
2005 : DEC, VOL. 3:6, p. 1237-1278 |
| Asiasana: | vector autoregression models |
| Kieli: | eng |
| Tiivistelmä: | 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. |
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