Long-run identifying restrictions on VARs within the AS-AD framework
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- Jean-Sébastien Pentecôte, 2010. "Long-run identifying restrictions on VARs within the AS-AD framework," Post-Print halshs-00554867, HAL.
- Pentecôte, J.-S., 2010. "Long-run identifying restrictions on VARs within the AS-AD framework," MPRA Paper 34660, University Library of Munich, Germany.
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More about this item
KeywordsFixed exchange rates; core-periphery; long-run restrictions; structural VARs;
- 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
- E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-21 (All new papers)
- NEP-ECM-2011-11-21 (Econometrics)
- NEP-MON-2011-11-21 (Monetary Economics)
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