Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions

Norman Swanson () and Clive Granger

Working Papers from Pennsylvania State - Department of Economics

Keywords: regression analysis; econometrics (search for similar items in EconPapers)
Pages: 32 pages
Date: 1994
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Citations: View citations in EconPapers (29)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:pensta:9-94-1

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