A Non-Causal Identification Scheme for Vector Autoregressions

Massimo Franchi

No 290, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: var; identification; recursive decompositions (search for similar items in EconPapers)
JEL-codes: C51 E52 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-ecm and nep-ets
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