A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks

Jesus Gonzalo and Serena Ng ()

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Abstract: This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of "n" economic variables.

Keywords: ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C00 (search for similar items in EconPapers)
Pages: 40 pages
Date: 1996
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Citations: View citations in EconPapers (6)

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Related works:
Journal Article: A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (2001)
Working Paper: A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (1996)
Working Paper: A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9603

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