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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
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DOI: 10.1080/13504850701604185

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