Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems

C-Tier

Journal: Economics Letters

Year: 2000

Volume: 67

Issue: 3

Pages: 261-271

Authors (2)

Arai, Yoichi (Waseda University) Yamamoto, Taku (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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