The Structural Cointegrating VAR Approach to Macroeconometric Modelling

Yongcheol Shin, M. Hashem Pesaran, Kvin Lee, Anthony Garratt

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed)

Original language	English
Title of host publication	Econometric Modelling
Subtitle of host publication	Techniques and Applications
Editors	Sean Holly, Martin Weale
Place of Publication	Cambridge
Publisher	Cambridge University Press
Pages	94-31
Number of pages	38
Publication status	Published - 2000

Cite this

@inbook{913f4387a3d7440b91a71c4f80939d7a,

title = "The Structural Cointegrating VAR Approach to Macroeconometric Modelling",

author = "Yongcheol Shin and Pesaran, {M. Hashem} and Kvin Lee and Anthony Garratt",

year = "2000",

language = "English",

pages = "94--31",

editor = "Sean Holly and Martin Weale",

booktitle = "Econometric Modelling",

publisher = "Cambridge University Press",

address = "United States",

}