Are structural VARs with long-run restrictions useful in developing business cycle theory? (JME 2008)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
V.V. Chari, Patrick J. Kehoe, Ellen R. McGrattan Are structural VARs with long-run restrictions useful in developing business cycle theory? JME 2008 8 1337–52 E2, E3, E13, E32, E37, C32, C51 Vector autoregressions, Technology shocks, Real business cycle, Impulse response

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
2 - available online elsewhere than on journal website 2 - available online elsewhere than on journal website 2 - available online elsewhere than on journal website - - available at http://users.cla.umn.edu/~erm/data/sr364/ - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1016/j.jmoneco.2008.09.010 IDEAS: a/eee/moneco/v55y2008i8p1337-1352.html EconPapers: RePEc:eee:moneco:v:55:y:2008:i:8:p:1337-1352


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