An alternative approach to estimation of structural vector error correction models with long-run restrictions
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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,"
01-02, Ohio State University, Department of Economics.
- Jang, Kyungho & Ogaki, Masao, 2004. "The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach," Journal of the Japanese and International Economies, Elsevier, vol. 18(1), pages 99-114, March.
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Carnegie-Rochester Conference Series on Public Policy,
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- Olivier J. Blanchard & Mark W. Watson, 1984.
"Are Business Cycles All Alike?,"
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1392, National Bureau of Economic Research, Inc.
- Blanchard, Olivier Jean, 1989. "A Traditional Interpretation of Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 79(5), pages 1146-1164, December.
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991.
"Stochastic trends and economic fluctuations,"
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91-4, Federal Reserve Bank of Chicago.
- Martin Eichenbaum & Charles L. Evans, 1995. "Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates," The Quarterly Journal of Economics, Oxford University Press, vol. 110(4), pages 975-1009.
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