Structural VAR estimation with exogeneity restrictions

Oxford Bulletin of Economics and Statistics

Volumn 58, Issue 2, 1996, Pages 417-422

  Dias, Francisco C ^a   Machado, José A F ^a   Pinheiro, Maximiano R ^a  

^a UNIVERSIDADE NOVA DE LISBOA   (Portugal)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17644381322     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0084.1996.mp58002012.x     Document Type: Article

References (7)

1. Bernanke, B. S. (1986). 'Alternative Explanations of the Money-Income Correlation', Carnage-Rochester Conference Series On Public Policy, Vol. 25, pp. 49-100.
2. Blanchard, O. J. and Watson, M. W. (1986). 'Are Business Cycles All Alike?', in Gordon, Robert (ed.), The American Business Cycle, University of Chicago Press.
3. Doan, T. (1994). RATS 386, Version 4.10.
4. Hamilton, J. D. (1994). Time Series Analysis, Princeton University Press.
5. Keating, J. W. (1992). 'Structural Approaches to Vector Autoregression', The Federal Reserve Bank of St. Louis Review, Vol. 74, pp. 37-57.
6. Sims, C. A. (1980). 'Macroeconomics and Reality', Econometrica, Vol. 48, pp. 1-48.
7. Sims, C. A. (1986). 'Are Forecasting Models Usable for Policy Analysis?', Quarterly Review of the Federal Reserve Bank of Minneapolis, (Winter), pp. 2-16.