Identification of dynamic economic models from reduced form VECM structures [microform] : an application of covariance restrictions / Robert H. Rasche.
This analysis is a straightforward implementation of both long-run and short-run identifying or overidentifying restrictions on a vector error correction model in the "structural VAR" framework. The framework utilizes covariance restrictions, long-run multiplier restrictions, error correct...
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| Format: | Microfilm Book |
| Language: | English |
| Published: |
[Saint Louis, Mo.] :
Research Dept., Federal Reserve Bank of St. Louis,
[2001]
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| Series: | Working paper (Federal Reserve Bank of St. Louis) ;
2000-011B. ASI microfiche library. Non-depository collection ; ASI 2001 9391-19.88. |
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Internet
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| Call Number: |
ASI 2001 9391-19.88
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| ASI 2001 9391-19.88 | Available |
Norlin Library - Government Information - Microform
| Call Number: |
ASI 2001 9391-19.88
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| ASI 2001 9391-19.88 | Restricted Place a Hold |