Identification and estimation of impulse response functions in VAR models : analysing monetary shocks in the G7 economies
Main Author: | Mitchell, James |
---|---|
Published: |
University of Cambridge
2000
|
Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.621674 |
Similar Items
-
Measurement of persistence of shocks in a multivariate model of exchange rate determination for the G7 countries
by: Massone, Francesca
Published: (1997) -
A small quarterly macroeconometric model for the Thai economy : a structural cointegrating VAR approach
by: Akusuwan, Mutita
Published: (2005) -
Three essays on monetary and international economics
by: Song, Mengdi
Published: (2017) -
Three essays on monetary policy and the exchange rate
by: Caputo Galarce, Rodrigo Ernesto
Published: (2004) -
Optimum planning for a dynamic economy
by: Mirrlees, James Alexander
Published: (1964)