Econometric analysis of structural systems with permanent and transitory shocks

Journal of Economic Dynamics and Control

Volumn 32, Issue 10, 2008, Pages 3376-3395

  Pagan, A R ^a,b   Pesaran, M Hashem ^c,d  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^d Div of Biokinesiology and Physical Therapy   (United States)

Author keywords

Error correction models; IS LM models; Permanent shocks; Structural identification

Indexed keywords

EID: 50049118325     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.01.006     Document Type: Article

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