Sources of economic fuctuations in France: A structural VAR model
نویسندگان
چکیده
منابع مشابه
DSGE model restrictions for structural VAR identification
The identification of reduced-form VAR model had been the subject of numerous debates in the literature. Different sets of identifying assumptions can lead to very different conclusions in the policy debate. This paper proposes a theoretical consistent identification strategy using restrictions implied by a DSGE model. Monte Carlo simulations suggest the proposed identification strategy is succ...
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ژورنال
عنوان ژورنال: European Journal of Government and Economics
سال: 2012
ISSN: 2254-7088
DOI: 10.17979/ejge.2012.1.1.4277