Title of article :
On identifying permanent and transitory shocks in VAR models
Issue Information :
روزنامه با شماره پیاپی سال 1998
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
Journal title :
Economics Letters
