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Parameter uncertainty and impulse response analysis

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Author Info
Koop, Gary

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File URL: http://www.sciencedirect.com/science/article/B6VC0-3VVVRV1-5/2/21217ec9f2041a9c97b18ca3f2f53e3c
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 72 (1996)
Issue (Month): 1-2 ()
Pages: 135-149
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Handle: RePEc:eee:econom:v:72:y:1996:i:1-2:p:135-149

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Web page: http://www.elsevier.com/locate/jeconom

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  2. H. Peter Boswijk & Philip Hans Franses & Dick van Dijk, 2000. "Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models," Econometric Society World Congress 2000 Contributed Papers 0765, Econometric Society. [Downloadable!]
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  3. Fabio Canova & Luca Gambetti, 2003. "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers 918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008. [Downloadable!]
  4. Simon M. Potter, 1999. "Nonlinear time series modelling: an introduction," Staff Reports 87, Federal Reserve Bank of New York. [Downloadable!]
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  5. Prasad Bidarkota & Khurshid M. Kiani, 2003. "On Business Cycle Asymmetries in G7 Countries," Working Papers 0308, Florida International University, Department of Economics. [Downloadable!]
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  6. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
  7. Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers 5457, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  8. Fabio Canova & Luca Gambetti, 2004. "On the Time Variations of US Monetary Policy: Who is right?," Money Macro and Finance (MMF) Research Group Conference 2004 96, Money Macro and Finance Research Group. [Downloadable!]
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