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On identifying permanent and transitory shocks in VAR models

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Yang, Minxian
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File URL: http://www.sciencedirect.com/science/article/B6V84-3WPP92G-6/2/69c216138ffd450eb7da32820bd019f5
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 58 (1998)
Issue (Month): 2 (February)
Pages: 171-175
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Handle: RePEc:eee:ecolet:v:58:y:1998:i:2:p:171-175

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  1. Schumacher, Christian, 2000. "Forecasting Trend Output in the Euro Area," Discussion Paper Series 26245, Hamburg Institute of International Economics. [Downloadable!]
    Other versions:
  2. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003. "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers esdp03007, University of Molise, Dept. SEGeS. [Downloadable!]
    Other versions:
  3. Céline Gauthier & Fuchun Li, 2005. "Linking real activity and financial markets: the first steps towards a small estimated model for Canada," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 253-72 Bank for International Settlements. [Downloadable!]
  4. Céline Gauthier & Fu Chun Li, 2006. "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Working Papers 06-42, Bank of Canada. [Downloadable!]
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