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the Italian economy. As a first result, we find cointegration among the chosen set of variables. Thus we specify and …
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A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time-invariance of the impact effects of the shocks. It is shown how that assumption can be tested when longrun restrictions are available for identifying structural shocks....
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This paper investigates the effects of public investment in infrastructure on private output for Germany. Using a multivariate framework we explore the impact of a diverging selection of variables on the ensuing estimates and document confidence intervals computed following the bootstrap...
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