Title of article
On identifying permanent and transitory shocks in VAR models
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
5
From page
171
To page
175
Abstract
A simple procedure to identify the groups of permanent and transitory shocks in a cointegrated VAR model is suggested and a method for inverting the cointegrated VAR is provided
Keywords
Cointegration , Error-correction models: Impulse responses
Journal title
Economics Letters
Serial Year
1998
Journal title
Economics Letters
Record number
434490
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