On identifying permanent and transitory shocks in VAR models

Minxian Yang

Economics Letters, 1998, vol. 58, issue 2, 171-175

Date: 1998
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Working Paper: On Identifying Permanent and Transitory Shocks in VAR Models (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:58:y:1998:i:2:p:171-175

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