Further Results on Identification of Structural VAR Models
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References listed on IDEAS
- Waggoner, Daniel F. & Zha, Tao, 2003.
"Likelihood preserving normalization in multiple equation models,"
Journal of Econometrics,
Elsevier, vol. 114(2), pages 329-347, June.
- Daniel F. Waggoner & Tao Zha, 2000. "Likelihood-preserving normalization in multiple equation models," FRB Atlanta Working Paper 2000-8, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2010.
"Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference,"
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- Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469.
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More about this item
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- 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
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-27 (All new papers)
- NEP-ECM-2013-04-27 (Econometrics)
- NEP-ETS-2013-04-27 (Econometric Time Series)
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