Rudebusch, Glenn D. (contributor) - 2002 - [Elektronische Ressource]
(2001), and
Leeper and Zha (2001) all provide evidence of the stability of various autoregressive reduced
forms.
2
These two … and statistical significance of changes in the reduced form
parameters.
3
As a first step, Section 2 illustrates the … particular model
is structural is an empirical, not theoretical, one.” In this spirit, the analysis below assesses the
2
Some …