Article ID Journal Published Year Pages File Type
5061974 Economics Letters 2008 4 Pages PDF
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.

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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Problems related to over-identifying restrictions for structural vector error correction models
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