VAR Models as Structural Approximations
收藏NBER1988-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2495
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资源简介：
This paper presents a way of estimating how accurate VAR models are likely to be for answering structural questions. Data are generated from a dynamic deterministic solution of a structural model; a VAR model is estimated using a subset of these data; and the properties of the VAR model are compared
提供机构：
美国国家经济研究局
创建时间：
1988-01-01
