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Article: Vector autoregression and the dynamic multiplier: A historical review

TitleVector autoregression and the dynamic multiplier: A historical review
Authors
KeywordsDynamic Multiplier
Impulse Response Function
Macroecometric Models
Monetary Policy
Vector Autoregression
Issue Date2002
PublisherElsevier Inc. The Journal's web site is located at http://www.elsevier.com/locate/jpm
Citation
Journal Of Policy Modeling, 2002, v. 24 n. 3, p. 283-300 How to Cite?
AbstractBefore 1980, the method of choice in measuring the response of the macroeconomy to an economic shock was the dynamic multiplier. Since 1980, the instrument has increasingly become that of the standard VAR package: causality tests, impulse response functions, and variance decompositions. This paper explores the relationship between the old and new methodologies. © 2002 Society for Policy Modeling. Published by Elsevier Science Inc. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/177691
ISSN
2015 Impact Factor: 0.986
2015 SCImago Journal Rankings: 0.935
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorStein, SHen_US
dc.contributor.authorSong, FMen_US
dc.date.accessioned2012-12-19T09:39:33Z-
dc.date.available2012-12-19T09:39:33Z-
dc.date.issued2002en_US
dc.identifier.citationJournal Of Policy Modeling, 2002, v. 24 n. 3, p. 283-300en_US
dc.identifier.issn0161-8938en_US
dc.identifier.urihttp://hdl.handle.net/10722/177691-
dc.description.abstractBefore 1980, the method of choice in measuring the response of the macroeconomy to an economic shock was the dynamic multiplier. Since 1980, the instrument has increasingly become that of the standard VAR package: causality tests, impulse response functions, and variance decompositions. This paper explores the relationship between the old and new methodologies. © 2002 Society for Policy Modeling. Published by Elsevier Science Inc. All rights reserved.en_US
dc.languageengen_US
dc.publisherElsevier Inc. The Journal's web site is located at http://www.elsevier.com/locate/jpmen_US
dc.relation.ispartofJournal of Policy Modelingen_US
dc.subjectDynamic Multiplieren_US
dc.subjectImpulse Response Functionen_US
dc.subjectMacroecometric Modelsen_US
dc.subjectMonetary Policyen_US
dc.subjectVector Autoregressionen_US
dc.titleVector autoregression and the dynamic multiplier: A historical reviewen_US
dc.typeArticleen_US
dc.identifier.emailSong, FM: fmsong@hkucc.hku.hken_US
dc.identifier.authoritySong, FM=rp01095en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1016/S0161-8938(02)00107-2en_US
dc.identifier.scopuseid_2-s2.0-0036095321en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0036095321&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume24en_US
dc.identifier.issue3en_US
dc.identifier.spage283en_US
dc.identifier.epage300en_US
dc.identifier.isiWOS:000177096400005-
dc.publisher.placeUnited Statesen_US
dc.identifier.scopusauthoridStein, SH=7202883836en_US
dc.identifier.scopusauthoridSong, FM=7203075605en_US

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