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Time series analysis / New classical macroeconomics / Econometrics / Vector autoregression / Economic model / Dynamic stochastic general equilibrium / Macroeconomic model / Value at risk / Statistics / Macroeconomics / Economics


A review of nonfundamentalness and identification in structural VAR models
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Document Date: 2008-08-04 13:14:48


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File Size: 1,08 MB

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