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A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks

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Author Info
Gonzalo, J.
Ng, S.

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Abstract

This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of "n" economic variables.

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Publisher Info
Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 9603.

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Length: 40 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:mtl:montec:9603

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Keywords: ECONOMETRICS;

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C00 - Mathematical and Quantitative Methods - - General - - - General

References listed on IDEAS
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  1. Ng, S. & Perron, P., 1994. "Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag," Cahiers de recherche 9423, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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This page was last updated on 2009-11-25.

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