A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model created by Hyeon-Seung Huh
Material type:
- text
- unmediated
- volume
- 13504851
- HB1.A666 APP
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Item type | Current library | Call number | Vol info | Copy number | Status | Notes | Date due | Barcode | |
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Main Library - Special Collections | HB1.A666 APP (Browse shelf(Opens below)) | Vol. 20, no. 5 (pages 601-605) ) | SP17976 | Not for loan | For In House Use Only |
In their VAR model, Blanchard and Quah (BQ, 1989) employed uncorrelatedness between Aggregate Supply (AS) and Aggregate Demand (AD) shocks and the long-run output neutrality condition as identifying assumptions. This article conducts a simple Monte Carlo experiment to gauge how well the BQ procedure can approximate the true structure if the underlying assumptions of uncorrelatedness and long-run output neutrality are not supported by data.
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