Method to Find the VARs Easily
AbstractThe paper shows an easy method to get the impulse responses of VARs of a stochastic recursive dynamic macro model by defining the transition matrix and the stationary distribution function of a model using the model, i.e. economic theory, itself.
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Bibliographic InfoPaper provided by Department of Economics, Louisiana State University in its series Departmental Working Papers with number 2006-11.
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-05-27 (All new papers)
- NEP-DGE-2006-05-27 (Dynamic General Equilibrium)
- NEP-ECM-2006-05-27 (Econometrics)
- NEP-ETS-2006-05-27 (Econometric Time Series)
- NEP-FMK-2006-05-27 (Financial Markets)
- NEP-MAC-2006-05-27 (Macroeconomics)
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- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006. "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography 321307000000000646, UCLA Department of Economics.
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