Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
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Cited by:
- Antonio Ribba, 2011.
"On some neglected implications of the Fisher effect,"
Empirical Economics, Springer, vol. 40(2), pages 451-470, April.
- Antonio RIBBA, 2008. "On Some Neglected Implications of the Fisher Effect," EcoMod2008 23800114, EcoMod.
- Antonio Ribba, 2009. "On Some Neglected Implications of the Fisher Effect," Center for Economic Research (RECent) 033, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Barhoumi Karim, 2009. "How Structural Macroeconomic Shocks Can Explain Exchange Rate Pass-Through in Developing Countries: A Common Trend Approach," Global Economy Journal, De Gruyter, vol. 9(2), pages 1-37, June.
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More about this item
Keywords
Structural vector error correction model; impulse response intervals; cointegration; long-run restrictions; bootstrap;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-04-08 (Econometrics)
- NEP-ETS-2006-04-08 (Econometric Time Series)
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