Alternative procedures for estimating vector autoregressions identified with long-run restrictions
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- Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006. "Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 475-483, 04-05.
References listed on IDEAS
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Cited by:
- Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013.
"Risk, uncertainty and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
- Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
- Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers 8154, C.E.P.R. Discussion Papers.
- Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2012. "Risk, uncertainty and monetary policy," Working Paper Research 229, National Bank of Belgium.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
- John W. Keating, 2013.
"Interpreting Permanent Shocks to Output When Aggregate Demand May Not Be Neutral in the Long Run,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 747-756, June.
- John W. Keating, 2012. "Interpreting Permanent Shocks to Output When Aggregate Demand May Not be Neutral in the Long Run," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201205, University of Kansas, Department of Economics.
- Ufuk Devrim Demirel, 2015.
"Identification of technology shocks using misspecified VARs,"
Canadian Journal of Economics, Canadian Economics Association, vol. 48(4), pages 1321-1349, November.
- Ufuk Devrim Demirel, 2015. "Identification of technology shocks using misspecified VARs," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(4), pages 1321-1349, November.
- Hjalmarsson, Erik, 2007.
"Fully modified estimation with nearly integrated regressors,"
Finance Research Letters, Elsevier, vol. 4(2), pages 92-94, June.
- Erik Hjalmarsson, 2006. "Fully modified estimation with nearly integrated regressors," International Finance Discussion Papers 854, Board of Governors of the Federal Reserve System (U.S.).
More about this item
Keywords
Vector analysis; Vector autoregression; Econometric models;JEL classification:
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O3 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2005-12-01 (Econometrics)
- NEP-ETS-2005-12-01 (Econometric Time Series)
- NEP-MAC-2005-12-01 (Macroeconomics)
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