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A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks

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  • Gonzalo, J.
  • Ng, S.

Abstract

This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of "n" economic variables.

Suggested Citation

  • Gonzalo, J. & Ng, S., 1996. "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks," Cahiers de recherche 9603, Universite de Montreal, Departement de sciences economiques.
  • Handle: RePEc:mtl:montde:9603
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    File URL: http://hdl.handle.net/1866/2012
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    JEL classification:

    • C00 - Mathematical and Quantitative Methods - - General - - - General

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