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Volumn 56, Issue 3, 1997, Pages 273-276

A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems

Author keywords

Cointegration; Identification; Structural VAR

Indexed keywords


EID: 21944439740     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(97)00132-8     Document Type: Article
Times cited : (14)

References (8)
  • 1
    • 85016078433 scopus 로고
    • The dynamic effects of aggregate demand and supply disturbances
    • Blanchard, O.J., Quah, D., 1989. The dynamic effects of aggregate demand and supply disturbances. American Economic Review 79, 655-673.
    • (1989) American Economic Review , vol.79 , pp. 655-673
    • Blanchard, O.J.1    Quah, D.2
  • 2
    • 84954974222 scopus 로고
    • Permanent and transitory components of GNP and stock prices
    • Cochrane, J.H., 1994. Permanent and transitory components of GNP and stock prices. Quarterly Journal of Economics 109, 241-265.
    • (1994) Quarterly Journal of Economics , vol.109 , pp. 241-265
    • Cochrane, J.H.1
  • 3
    • 0000434353 scopus 로고
    • The dynamic effects of aggregate demand and supply disturbances: Another look
    • Crowder, W.J., 1995. The dynamic effects of aggregate demand and supply disturbances: Another look. Economic Letters 49, 231-237.
    • (1995) Economic Letters , vol.49 , pp. 231-237
    • Crowder, W.J.1
  • 4
    • 84986398264 scopus 로고
    • Output and unemployment dynamics in the United States: 1950-1985
    • Evans, G.W., 1989. Output and unemployment dynamics in the United States: 1950-1985. Journal of Applied Econometrics 4, 213-237.
    • (1989) Journal of Applied Econometrics , vol.4 , pp. 213-237
    • Evans, G.W.1
  • 6
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • Johansen, S., 1991. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica 59, 1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 7
    • 0000318562 scopus 로고
    • The dynamic effects of aggregate and supply disturbances: Comment
    • Lippi, M., Reichlin, L., 1993. The dynamic effects of aggregate and supply disturbances: Comment. American Economic Review 83, 644-652.
    • (1993) American Economic Review , vol.83 , pp. 644-652
    • Lippi, M.1    Reichlin, L.2
  • 8
    • 0000997472 scopus 로고
    • Macroeconomics and Reality
    • Sims, C.A., 1980. Macroeconomics and Reality. Econometrica 48, 1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.