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Publication Year:
2001
Tags:
Shock
Michael R. Wickens
;
Roberto Motto
Estimating shocks and impulse response functions (replication data)
This paper examines the issue of how to identify the shocks in a cointegrated VAR when the following assumptions are made: the variables can be classified as endogenous or...
DOI:10.15456/jae.2022314.1309368138
TXT
dat
