The robustness of identified VAR conclusions about money
AbstractReplication of Faust(1998), "The Robustness of Identified VAR Conclusions About Money", Carnegie-Rochester Conference Series on Public Policy, vol 49, 207-244. This examines the maximal extent that GDP can be explained by a monetary shock in a VAR.
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Bibliographic InfoArticle provided by Elsevier in its journal Carnegie-Rochester Conference Series on Public Policy.
Volume (Year): 49 (1998)
Issue (Month): 1 (December)
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Web page: http://www.elsevier.com/locate/jme
Other versions of this item:
- Tom Doan, . "RATS program to replicate Faust 1998 paper on semi-structural VAR," Statistical Software Components RTZ00178, Boston College Department of Economics.
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