Example: air traffic controller

Structural Vector Autoregressions

a large class of models. This article reviews, first, the relation of SVARs with dynamic sto-chastic general equilibrium models. Second, it discusses the normalization, identi fication, and estimation of SVARs. The article finishes with an assessment of the advantages and drawbacks of SVARs. Structural Vector Autoregressions

Tags:

  Chastic

Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Advertisement

Related search queries