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An Alternative Identification of the Economic Shocks in SVAR Models
Journal article   Peer reviewed

An Alternative Identification of the Economic Shocks in SVAR Models

Hassan Belkacem Ghassan, Mohammed Souissi and Mohammed Kbiri Alaoui
Economics bulletin, Vol.29(2), pp.1019-1026
01/01/2009

Abstract

Business & Economics Economics Social Sciences
The purpose of this paper is to develop a new approach allowing us to identify the structural shocks in the SVAR model. This approach ameliorates substantially the decomposition methods of Bernanke (1986) and Bernanke & Mihov (1998) and improves in the same way the identification procedures pioneered by Blanchard & Quah (1989) and Blanchard & Perotti (2002).

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