Structural inference with long-run recursive empirical models

Macroeconomic Dynamics

Volumn 6, Issue 2, 2002, Pages 266-283

  Keating, John W ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

Cointegration; Long Run Multiplier; Long Run Partially Recursive Structure; Moving Average Representation; Vector Autoregression

Indexed keywords

EID: 0036004793     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/S1365100502031048     Document Type: Article

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