Econometrics | |
Structural Panel VARs | |
关键词: panel time series; structural VAR; panel VARs; | |
DOI : 10.3390/econometrics1020180 | |
来源: mdpi | |
【 摘 要 】
The paper proposes a structural approach to VAR analysis in panels, which takes into account responses to both idiosyncratic and common structural shocks, while permitting full cross member heterogeneity of the response dynamics. In the context of this structural approach, estimation of the loading matrices for the decomposition into idiosyncratic
【 授权许可】
CC BY
© 2013 by the authors; licensee MDPI, Basel, Switzerland.
【 预 览 】
Files | Size | Format | View |
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RO202003190033554ZK.pdf | 1090KB | download |