Generalized impulse response analysis in linear multivariate models

Economics Letters

Volumn 58, Issue 1, 1998, Pages 17-29

  Pesaran, H Hashem ^a,b   Shin, Yongcheol ^b  

^a TRINITY COLLEGE   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

C13; C32; C51; Cointegration; Forecast error variance decompositions; Generalized impulse responses; VAR

Indexed keywords

EID: 0032219575     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(97)00214-0     Document Type: Article

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