The robustness of identified VAR conclusions about money : A comment
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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
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- Andrzej Kociêcki, 2003. "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics 0307006, EconWPA.
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