Short and Long Run Restrictions,Correlated Structural Shock

Questions and discussions on Vector Autoregressions
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abhishek
Posts: 23
Joined: Wed Jul 01, 2015 1:18 am

Re: Short and Long Run Restrictions,Correlated Structural Sh

Unread post by abhishek »

Thanks Tom for your reply. The exact reference is http://www.sciencedirect.com/science/ar ... 329090063A
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