Work

Structural Approaches to Vector Autoregressions

Year: 1992

Type: article

Abstract: John Keating reviews the principles of VAR analysis with particular emphasis on two structural VAR approaches. The two approaches impose restrictions on contemporaneous and long-run behavior to identify a structural model from the reduced form.

DOI: 10.20955/r.74.37-57

Author: John Keating

Institutions: Washington University in St. Louis, Federal Reserve Bank of St. Louis

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

OpenAlex ID: W1566328799

FWCI: 5.949

Cites: 25

Cited by: 91

Related to: 10