Identification and overidentification in SVECMs

Link:
Autor/in:
Erscheinungsjahr:
2010
Medientyp:
Text
Schlagworte:
  • News shocks
  • Business cycles
  • News
  • Monetary Policy
  • Economic Growth
  • Exports
  • News shocks
  • Business cycles
  • News
  • Monetary Policy
  • Economic Growth
  • Exports
Beschreibung:
  • Order criteria for identifying restrictions in SVECMs are derived. With K - r common trends, K - r columns of the long run matrix may have at most K - r - 1 zero restrictions each, while r columns may have arbitrarily many. For each shock, the number of restrictions must not exceed a certain upper bound.
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH

Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/be488c1f-2038-477e-aa3a-5a0e2ed969eb