readme.wm.txt
Creators:
Michael R. Wickens
;
Roberto Motto
From the dataset abstract
This paper examines the issue of how to identify the shocks in a cointegrated VAR when the following assumptions are made: the variables can be classified as endogenous or exogenous,...
Source: Estimating shocks and impulse response functions (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/3c4069d8-2de4-4a6e-b367-ff1eabfadd6f/resource/8d4570f9-a48b-408a-a6eb-8b0f09b40d58/download/readme.wm.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
