Estimation of impulse response functions using long autoregression
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Patrick Fève & Alain Guay, 2010.
"Identification of Technology Shocks in Structural Vars,"
Royal Economic Society, vol. 120(549), pages 1284-1318, December.
- Fève, Patrick & Guay, Alain, 2006. "Identification of Technology Shocks in Structural VARs," IDEI Working Papers 383, Institut d'Économie Industrielle (IDEI), Toulouse.
- Fève, Patrick & Guay, Alain, 2009. "Identification of Technology Shocks in Structural VARs," TSE Working Papers 09-028, Toulouse School of Economics (TSE).
- Patrick Fève & Alain Guay, 2007. "Identification of Technology Shocks in Structural VARs," Cahiers de recherche 0736, CIRPEE.
- Bentour, El Mostafa, 2013. "Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit?," MPRA Paper 52290, University Library of Munich, Germany, revised 01 May 2013.
- Ramey, V.A., 2016. "Macroeconomic Shocks and Their Propagation," Handbook of Macroeconomics, Elsevier.
- Daly, Mary C. & Fernald, John G. & Jordà, Òscar & Nechio, Fernanda, 2013. "Shocks and Adjustments," Working Paper Series 2013-32, Federal Reserve Bank of San Francisco, revised 01 Jul 2017.
- Dalibor Stevanovic, 2015. "Factor augmented autoregressive distributed lag models with macroeconomic applications," CIRANO Working Papers 2015s-33, CIRANO.
- Wu, Jyh-Lin & Lee, Chingnun & Wang, Tzu-Wei, 2011. "A re-examination on dissecting the purchasing power parity puzzle," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 572-586, April.
- Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ect:emjrnl:v:10:y:2007:i:2:p:453-469. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/resssea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.