Title:

Structural VAR Estimation with Exogeneity Restrictions

Authors:

Francisco C. Dias (Bank of Portugal)
José Machado (U Nova)
Maximiano Pinheiro (U Nova, Bank of Portugal)

Journal:

Oxford Bulletin of Economics and Statistics

Year:

1996

Volume:

58

Pages:

417-422

JEL code:

C32 - Time-Series Models