Some Identification Problems in the Cointegrated Vector Autoregressive Model

Erhverv og økonomi

• Linear Restrictions 100%
• Identification Problem 82%
• Vector Autoregressive Model 71%
• Permanent and Transitory Shocks 34%
• Long-run Variance 34%
• Transitory Shocks 31%
• Permanent Shock 30%
• Asymptotic Distribution 25%
• Estimator 17%
• Short-run 16%