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Method to Find the VARs Easily

  • Angela Birk

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    The paper shows an easy method to get the impulse responses of VARs of a stochastic recursive dynamic macro model by defining the transition matrix and the stationary distribution function of a model using the model, i.e. economic theory, itself.

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    File URL: http://www.bus.lsu.edu/economics/papers/pap06_11.pdf
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    Paper provided by Department of Economics, Louisiana State University in its series Departmental Working Papers with number 2006-11.

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    Handle: RePEc:lsu:lsuwpp:2006-11
    Contact details of provider: Postal: Baton Rouge, LA 70803-6306
    Fax: 225-578-3807
    Web page: http://www.business.lsu.edu/economics
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    1. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C’s (And D’s) For Understanding VARS," PIER Working Paper Archive 05-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    2. Lars Ljungqvist & Thomas J. Sargent, 1996. "The European Unemployment Dilemma," EUI-RSCAS Working Papers 36, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
    3. Ljungqvist, Lars & Sargent, Thomas J, 2002. "The European Employment Experience," CEPR Discussion Papers 3543, C.E.P.R. Discussion Papers.
    4. Birk, Angela, 2004. "Sequential Migration, and the German Reunification," HWWA Discussion Papers 305, Hamburg Institute of International Economics (HWWA).
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