Browsing by Author "Demiralp, S"
Now showing items 1-2 of 2
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A bootstrap method for identifying and evaluating a structural vector autoregression
(Oxford Bulletin of Economics and Statistics, 2008-08-01)Graph-theoretic methods of causal search based on the ideas of Pearl (2000), Spirtes et al. (2000), and others have been applied by a number of researchers to economic data, particularly by Swanson and Granger (1997) to ... -
Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2
(2008)The M2 monetary aggregate is monitored by the Federal Reserve, using a broad brush theoretical analysis and an informal empirical analysis. This paper illustrates empirical identification of an eleven-variable system, in ...
