Avoiding pitfalls in using structural VARs to estimate economic models

Review of Economic Dynamics

Volumn 10, Issue 2, 2007, Pages 238-255

  Dupaigne, Martial ^a,b   Fève, Patrick ^b,c,d   Matheron, Julien ^d  

^a UNIVERSITÉ DE BRETAGNE OCCIDENTALE   (France)

^b UNIVERSITÉ DE TOULOUSE   (France)

^c IDEI   (France)

^d BANQUE DE FRANCE   (France)

Author keywords

DSGE models; DSVARs; Indirect Inference; Long run restrictions; Non stationary hours

Indexed keywords

EID: 33947665525     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2006.12.005     Document Type: Article

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