A long run structural macroeconometric model of the UK
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- Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, April.
- Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
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More about this item
Keywords
long-run structural VAR; a core UK model; macroeconomic modelling; monetary policy shock; oil price shock;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-06-09 (Econometrics)
- NEP-EEC-2004-06-02 (European Economics)
- NEP-ETS-2004-06-02 (Econometric Time Series)
- NEP-IFN-2004-06-02 (International Finance)
- NEP-MAC-2004-04-25 (Macroeconomics)
Statistics
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