Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis
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Bibliographic Info
Article provided by Springer in its journal Empirical Economics.
Volume (Year): 35 (2008)
Issue (Month): 2 (September)
Pages: 275-300
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Related research
Keywords: Structural VARs; Directed acyclic graphs; Business cycles; Causality; Impulse response functions; C32; C49; E32;Find related papers by JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013.
"Fiscal Policies and Credit Regimes: A TVAR Approach,"
LEM Papers Series
2013/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013. "Fiscal policies and credit regimes: a tvar approach," Documents de Travail de l'OFCE 2013-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013. "Fiscal Policies and Credit Regimes: A TVAR Approach," Working Papers 03/2013, University of Verona, Department of Economics.
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