| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w2495 |
| 来源ID | Working Paper 2495 |
| VAR Models as Structural Approximations | |
| Ray C. Fair | |
| 发表日期 | 1988 |
| 出版年 | 1988 |
| 语种 | 英语 |
| 摘要 | This paper presents a way of estimating how accurate VAR models are likely to be for answering structural questions. Data are generated from a dynamic deterministic solution of a structural model; a VAR model is estimated using a subset of these data; and the properties of the VAR model are compared to the properties of the structural model. This procedure has the advantage of eliminating the effects of error terms, since the data are generated from a deterministic simulation. The results show that the VAR models do not seem to be good structural approximations. |
| 主题 | Macroeconomics |
| URL | https://www.nber.org/papers/w2495 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/559751 |
| 推荐引用方式 GB/T 7714 | Ray C. Fair. VAR Models as Structural Approximations. 1988. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w2495.pdf（610KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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