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Hassan Belkacem Ghassan, Mohammed Souissi and Mohammed Kbiri Alaoui
''An Alternative Identification of the Economic Shocks in SVAR Models ''
( 2009, Vol. 29 No.2 )
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).
Keywords: SVAR, Economic Shocks, Nonlinearity, Viability, Trajectories, Differential Inclusion.
JEL: C4 - Econometric and Statistical Methods: Special Topics
Manuscript Received : May 05 2009 Manuscript Accepted : May 16 2009

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