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https://doi.org/10.1016/j.econlet.2024.111811
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Cite Journal: Economics Letters |  Publication Date: Jun 17, 2024 |
This article introduces the eigensystem vector autoregression (EVAR) framework, where VARs may be specified and estimated directly via their eigenvalue and eigenvector parameters. Eigensystem constraints control a VAR’s allowable dynamics, as illustrated with EVAR estimations guaranteed to be non-explosive.
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