How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach
收藏NBER2006-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12575
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资源简介：
The common approach to evaluating a model in the structural VAR literature is to compare the impulse responses from structural VARs run on the data to the theoretical impulse responses from the model. The Sims-Cogley-Nason approach instead compares the structural VARs run on the data to identical
提供机构：
美国国家经济研究局
创建时间：
2006-10-01
