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~subject:"Estimation"
~institution:"National Institute of Economic and Social Research"
~institution:"Federal Reserve Bank of St. Louis"
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The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
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2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
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2
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
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3
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
Saved in:
4
The importance of long run structure for impulse response analysis in VAR models
Mitchell, James
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560131
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