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Structural identification of permanent shocks in VEC models : a generalization

Fisher, Lance A.; Huh, Hyeon-seung; Summers, Peter M. - In: Journal of macroeconomics 22 (2000) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10001445032

Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models

Fisher, Lance A.; Huh, Hyeon-seung - In: Economics letters 63 (1999) 2, pp. 159-165

Persistent link: https://www.econbiz.de/10001398884

Permanent income and transitory variation in investment and output

Fisher, Lance A.; Huh, Hyeon-seung; Tallman, Ellis W. - In: Journal of macroeconomics 25 (2003) 2, pp. 149-168

Persistent link: https://www.econbiz.de/10001761594

Permanent income and transitory variation in investment and output

Fisher, Lance A.; Huh, Hyeon-seung; Tallman, Ellis W. - 2001

Persistent link: https://www.econbiz.de/10001630674

Real exchange rates, trade balances and nominal shocks : evidence for the G-7

Fisher, Lance A.; Huh, Hyeon-seung - In: Journal of international money and finance 21 (2002) 4, pp. 497-518

Persistent link: https://www.econbiz.de/10001676630

Permanent Income and Transitory Variation in Investment and Output

Fisher, Lance A.; Huh, Hyeon-seung; Tallman, Ellis W. - 2014

The authors use the permanent income hypothesis as the framework to analyze a number of results from recent empirical macroeconomic research. First, they demonstrate that the "productivity" shock isolated in both the three and six variable models of King, Plosser, Stock, and Watson (1991)...

Persistent link: https://www.econbiz.de/10014048900

Identification methods in vector-error correction models : equivalence results

Fisher, Lance A.; Huh, Hyeon-seung - In: Journal of economic surveys 28 (2014) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011293038

On the econometric modelling of consumer sentiment shocks in SVARs

Fisher, Lance A.; Huh, Hyeon-seung - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1033-1051

Persistent link: https://www.econbiz.de/10011554365

Monetary policy and exchange rates : further evidence using a new method for implementing sign restrictions

Fisher, Lance A.; Huh, Hyeon-seung - In: Journal of macroeconomics 49 (2016), pp. 177-191

Persistent link: https://www.econbiz.de/10011707833

An IV framework for combining sign and long-run parametric restrictions in SVARs

Fisher, Lance A.; Huh, Hyeon-seung - In: Journal of macroeconomics 61 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012243212