Blar i Norges Banks publikasjonsserier / Norges Bank publication series på emneord "impulse responses"
Viser treff 1-1 av 1
-
Underidentified SVAR Models: A Framework for Combining Short and Long-Run Restrictions with Sign-Restrictions
(Working Papers;14/2013, Working paper, 2013)I describe a new method for imposing zero restrictions (both short and long-run) in combination with conventional sign-restrictions. In particular I extend the Rubio-Ramirez et al. (2010) algorithm for applying short and ...