On identifying permanent and transitory shocks in VAR models
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 58 (1998)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Yang, M., 1995. "On Identifying Permanent and Transitory Shocks in VAR Models," Papers 95-5, New South Wales - School of Economics.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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