Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction
- 2 Vector Autoregressive Models
- 3 Vector Error Correction Models
- 4 Structural VAR Tools
- 5 Bayesian VAR Analysis
- 6 The Relationship between VAR Models and Other Macroeconometric Models
- 7 A Historical Perspective on Causal Inference in Macroeconometrics
- 8 Identification by Short-Run Restrictions
- 9 Estimation Subject to Short-Run Restrictions
- 10 Identification by Long-Run Restrictions
- 11 Estimation Subject to Long-Run Restrictions
- 12 Inference in Models Identified by Short-Run or Long-Run Restrictions
- 13 Identification by Sign Restrictions
- 14 Identification by Heteroskedasticity or Non-Gaussianity
- 15 Identification Based on Extraneous Data
- 16 Structural VAR Analysis in a Data-Rich Environment
- 17 Nonfundamental Shocks
- 18 Nonlinear Structural VAR Models
- 19 Practical Issues Related to Trends, Seasonality, and Structural Change
- Bibliography
- Notation and Abbreviations
- Author Index
- Subject Index
12 - Inference in Models Identified by Short-Run or Long-Run Restrictions
Published online by Cambridge University Press: 13 November 2017
Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction
- 2 Vector Autoregressive Models
- 3 Vector Error Correction Models
- 4 Structural VAR Tools
- 5 Bayesian VAR Analysis
- 6 The Relationship between VAR Models and Other Macroeconometric Models
- 7 A Historical Perspective on Causal Inference in Macroeconometrics
- 8 Identification by Short-Run Restrictions
- 9 Estimation Subject to Short-Run Restrictions
- 10 Identification by Long-Run Restrictions
- 11 Estimation Subject to Long-Run Restrictions
- 12 Inference in Models Identified by Short-Run or Long-Run Restrictions
- 13 Identification by Sign Restrictions
- 14 Identification by Heteroskedasticity or Non-Gaussianity
- 15 Identification Based on Extraneous Data
- 16 Structural VAR Analysis in a Data-Rich Environment
- 17 Nonfundamental Shocks
- 18 Nonlinear Structural VAR Models
- 19 Practical Issues Related to Trends, Seasonality, and Structural Change
- Bibliography
- Notation and Abbreviations
- Author Index
- Subject Index
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- Structural Vector Autoregressive Analysis , pp. 334 - 420Publisher: Cambridge University PressPrint publication year: 2017