Problems related to over-identifying restrictions for structural vector error correction models

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 99
Issue: 3
Pages: 512-515

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

If cointegrated variables are involved in a structural VAR analysis, vector error correction models offer a convenient framework for imposing structural long-run and short-run restrictions. Problems related to over-identifying restrictions in these models and possible solutions are discussed.

Technical Details

RePEc Handle
repec:eee:ecolet:v:99:y:2008:i:3:p:512-515
Journal Field
General
Author Count
1
Added to Database
2026-01-25