An alternative approach to estimation of structural vector error correction models with long-run restrictions
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- King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991.
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- Ben S. Bernanke, 1986. "Alternative Explanations of the Money-Income Correlation," NBER Working Papers 1842, National Bureau of Economic Research, Inc.
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- Jang, Kyungho & Ogaki, Masao, 2004.
"The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach,"
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- Kyungho Jang & Masao Ogaki, 2001. "The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Working Papers 01-02, Ohio State University, Department of Economics.
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