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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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City

Jena / Frankfurt am Main / Pisa / /

Country

Germany / Netherlands / Italy / /

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Facility

Tjalling C. Koopmans Institute / Utrecht University / Max Planck Institute of Economics / Laboratory of Economics / /

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IndustryTerm

empirical applications / square systems / /

Organization

Utrecht School of Economics / Sant’Anna School of Advanced Studies / European Central Bank / Tjalling C. Koopmans Institute / Faculty of Geosciences / Laboratory of Economics and Management / Max Planck Institute of Economics / Utrecht University / /

Person

Marco Lippi / Andreas Beyer / Lucia Alessi / Matteo Barigozzi / Martin Wagner / Lucrezia Reichlin / Marco Capasso / /

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Position

author / researcher / General / Dynamic Stochastic General / /

ProvinceOrState

Massachusetts / /

Technology

html / /

URL

http /

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