A structural factor-augmented vector error correction (SFAVEC) model approach: an application to the UK

Gianluca Lagana

Applied Economics Letters, 2009, vol. 16, issue 17, 1751-1756

Abstract: This note presents a new structural factor-augmented vector error correction model approach to solve the limited information problem present in traditional vector error correction models. We apply this approach to the UK and obtain a reasonable characterization of the long-run equilibrium concerning real activity, taxation, inflation and the rate of interest.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.informaworld.com/openurl?genre=article& ... 40C6AD35DC6213A474B5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:16:y:2009:i:17:p:1751-1756

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504850701604185

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().