Structural VAR, MARMA and open economy models

International Journal of Forecasting

Volumn 14, Issue 2, 1998, Pages 187-198

  Dhrymes, Phoebus J ^a   Thomakos, Dimitrios D ^a  

^a Howard Hughes Medical Institute   (United States)

Author keywords

Just and over identification; Lagrange multipliers; Open economy macro; Rational expectations; Structural MARMA; Structural VAR

Indexed keywords

EID: 0032085376     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(98)00026-0     Document Type: Article

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