Can Long-Run Restrictions Identify Technology Shocks?
Author(s) -
Christopher J. Erceg,
Luca Guerrieri,
Christopher Gust
Publication year - 2004
Publication title -
international finance discussion paper
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2004.792
Subject(s) - stylized fact , econometrics , vector autoregression , business cycle , technology shock , monte carlo method , impulse response , structural vector autoregression , sign (mathematics) , shock (circulatory) , computer science , economics , statistics , dynamic stochastic general equilibrium , mathematics , macroeconomics , monetary policy , medicine , mathematical analysis
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