Structural vector autoregressions: Theory of identification and algorithms for inference

Review of Economic Studies

Volumn 77, Issue 2, 2010, Pages 665-696

  Rubio Ramírez, Juan F ^a   Waggoner, Daniel F ^a   Zha, Tao ^a  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHM; ECONOMIC THEORY; GENERAL EQUILIBRIUM ANALYSIS; NUMERICAL MODEL; POLICY ANALYSIS; STOCHASTICITY; THEORETICAL STUDY; VECTOR AUTOREGRESSION;

EID: 77950123253     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1111/j.1467-937X.2009.00578.x     Document Type: Article

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