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Method to Find the VARs Easily

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  • Angela Birk

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    Abstract

    The 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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    File URL: http://www.bus.lsu.edu/economics/papers/pap06_11.pdf
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    Bibliographic Info

    Paper provided by Department of Economics, Louisiana State University in its series Departmental Working Papers with number 2006-11.

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    Handle: RePEc:lsu:lsuwpp:2006-11

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    Postal: Baton Rouge, LA 70803-6306
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    Web page: http://www.business.lsu.edu/economics
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    1. Lars Ljungqvist & Thomas J. Sargent, 1998. "The European Unemployment Dilemma," Journal of Political Economy, University of Chicago Press, vol. 106(3), pages 514-550, June.
    2. Birk, Angela, 2004. "Sequential Migration, and the German Reunification," HWWA Discussion Papers 305, Hamburg Institute of International Economics (HWWA).
    3. Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez & Thomas Sargent, 2005. "A, B, C’s, (and D’s) for understanding VARs," Working Paper 2005-09, Federal Reserve Bank of Atlanta.
    4. Ljungqvist, Lars & Sargent, Thomas J, 2002. "The European Employment Experience," CEPR Discussion Papers 3543, C.E.P.R. Discussion Papers.
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