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When Do Long-Run Identifying Restrictions Give Reliable Results?
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When Do Long-Run Identifying Restrictions Give Reliable Results?
When Do Long-Run Identifying Restrictions Give Reliable Results?
JF
Jon Faust
Jon Faust
EL
Eric M. Leeper
Eric M. Leeper
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1 July 1997
journal article
Published by
JSTOR
in
Journal of Business & Economic Statistics
Vol. 15
(3)
,
345
https://doi.org/10.2307/1392338
Abstract
Many recent articles have identified behavioral disturbances in vector autoregressions by imposing restrictions on the long-run effects of shocks. This article ...
Keywords
BEHAVIORAL
SHOCKS
DISTURBANCES
LONG RUN
IMPOSING
AUTOREGRESSIONS
RUN IDENTIFYING
IDENTIFYING RESTRICTIONS GIVE
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Cited by 109 articles