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- Publisher Website: 10.1016/S0161-8938(02)00107-2
- Scopus: eid_2-s2.0-0036095321
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Article: Vector autoregression and the dynamic multiplier: A historical review
Title | Vector autoregression and the dynamic multiplier: A historical review |
---|---|
Authors | |
Keywords | Dynamic Multiplier Impulse Response Function Macroecometric Models Monetary Policy Vector Autoregression |
Issue Date | 2002 |
Publisher | Elsevier 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? |
Abstract | Before 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 Identifier | http://hdl.handle.net/10722/177691 |
ISSN | 2023 Impact Factor: 3.5 2023 SCImago Journal Rankings: 1.125 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
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dc.contributor.author | Stein, SH | en_US |
dc.contributor.author | Song, FM | en_US |
dc.date.accessioned | 2012-12-19T09:39:33Z | - |
dc.date.available | 2012-12-19T09:39:33Z | - |
dc.date.issued | 2002 | en_US |
dc.identifier.citation | Journal Of Policy Modeling, 2002, v. 24 n. 3, p. 283-300 | en_US |
dc.identifier.issn | 0161-8938 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/177691 | - |
dc.description.abstract | Before 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.language | eng | en_US |
dc.publisher | Elsevier Inc. The Journal's web site is located at http://www.elsevier.com/locate/jpm | en_US |
dc.relation.ispartof | Journal of Policy Modeling | en_US |
dc.subject | Dynamic Multiplier | en_US |
dc.subject | Impulse Response Function | en_US |
dc.subject | Macroecometric Models | en_US |
dc.subject | Monetary Policy | en_US |
dc.subject | Vector Autoregression | en_US |
dc.title | Vector autoregression and the dynamic multiplier: A historical review | en_US |
dc.type | Article | en_US |
dc.identifier.email | Song, FM: fmsong@hkucc.hku.hk | en_US |
dc.identifier.authority | Song, FM=rp01095 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1016/S0161-8938(02)00107-2 | en_US |
dc.identifier.scopus | eid_2-s2.0-0036095321 | en_US |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0036095321&selection=ref&src=s&origin=recordpage | en_US |
dc.identifier.volume | 24 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.spage | 283 | en_US |
dc.identifier.epage | 300 | en_US |
dc.identifier.isi | WOS:000177096400005 | - |
dc.publisher.place | United States | en_US |
dc.identifier.scopusauthorid | Stein, SH=7202883836 | en_US |
dc.identifier.scopusauthorid | Song, FM=7203075605 | en_US |
dc.identifier.issnl | 0161-8938 | - |