Work

On identifying permanent and transitory shocks in VAR models

Year: 1998

Type: article

Source: Economics Letters

DOI: 10.1016/s0165-1765(97)00268-1

Author: Minxian Yang

Institution: UNSW Sydney

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: closed

Funder: Australian Research Council

OpenAlex ID: W2073558004

FWCI: 1.931

Cites: 9

Cited by: 13

Related to: 10