When do long-run identifying restrictions give reliable results?

Journal of Business and Economic Statistics

Volumn 15, Issue 3, 1997, Pages 345-353

  Faust, Jon ^a   Leeper, Eric M ^b  

^a Federal Reserve Board Division of International Finance   (United States)

^b INDIANA UNIVERSITY   (United States)

Author keywords

Identification; Long run restriction; Vector autoregression

Indexed keywords

EID: 0031510344     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1997.10524712     Document Type: Article

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