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 GalĂ's approach of imposing restrictions on a vector autogression (VAR) through Monte Carlo simulations using calibrated business cycle models. |
SCIMA