{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,4]],"date-time":"2026-10-04T02:24:55Z","timestamp":1791080695372,"version":"4.1.0"},"reference-count":17,"publisher":"Wiley","issue":"3","license":[{"start":{"date-parts":[[2006,8,8]],"date-time":"2006-08-08T00:00:00Z","timestamp":1154995200000},"content-version":"vor","delay-in-days":5882,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[1990,7]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>In this paper a VAR model is considered as a general framework in which a structural model can be tested. We carefully describe the hypotheses defining a structural model; this leads us to discuss various notions such as: predeterminedness, non\u2010causality, exogeneity, contemporaneous identification, overall identification, weak and strong structural forms. Then we propose a test procedure, based on the asymptotic least\u2010squares method, which allows successive testing of each aspect of a structural model. This procedure is applied to the wage\u2013price spiral.<\/jats:p>","DOI":"10.1002\/jae.3950050302","type":"journal-article","created":{"date-parts":[[2007,7,12]],"date-time":"2007-07-12T14:57:28Z","timestamp":1184252248000},"page":"203-227","source":"Crossref","is-referenced-by-count":21,"title":["From a var model to a structural model, with an application to the wage\u2013price spiral"],"prefix":"10.1002","volume":"5","author":[{"given":"A.","family":"Monfort","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"R.","family":"Rabemananjara","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2006,8,8]]},"reference":[{"key":"e_1_2_1_2_1","volume-title":"An Introduction to Multivariate Statisical Analysis","author":"Anderson T. W.","year":"1958"},{"key":"e_1_2_1_3_1","unstructured":"Doan T. A. andR. B.Litterman(1983) RATS: Regression analysis of time series: version 4.11 VAR Econometrics Minneapolis."},{"key":"e_1_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913236"},{"key":"e_1_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.2307\/1911990"},{"key":"e_1_2_1_6_1","doi-asserted-by":"crossref","unstructured":"Feroldi M. andF.Meunier(1984) \u2018Une maquette d'\u00e9tude de la boucle prix\u2010salaire.\u2019 Economie et Statistiqueno. 169.","DOI":"10.3406\/estat.1984.4893"},{"key":"e_1_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600012263"},{"key":"e_1_2_1_8_1","unstructured":"Gourieroux C. A.Monfort andE.Renault(1988) \u2018Contraintes bilin\u00e9aires: estimation et tes.\u2019 M\u00e9langes Economiques Essais en l'honneur d'Edmond Malivaud Economica Paris."},{"key":"e_1_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.2307\/1912578"},{"key":"e_1_2_1_10_1","doi-asserted-by":"publisher","DOI":"10.2307\/20076550"},{"key":"e_1_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.2307\/1912791"},{"key":"e_1_2_1_12_1","doi-asserted-by":"crossref","first-page":"545","DOI":"10.2307\/2525995","article-title":"On the global identification of the dynamic simultaneous equations model with stationary disturbance","volume":"16","author":"Hatanaka M.","year":"1975","journal-title":"International Economic Review"},{"key":"e_1_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-3932(85)90008-X"},{"key":"e_1_2_1_14_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(78)90058-1"},{"key":"e_1_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913941"},{"key":"e_1_2_1_16_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913267"},{"key":"e_1_2_1_17_1","doi-asserted-by":"publisher","DOI":"10.2307\/1912017"},{"key":"e_1_2_1_18_1","doi-asserted-by":"publisher","DOI":"10.2307\/1911993"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.3950050302","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.3950050302","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,10,22]],"date-time":"2023-10-22T14:17:24Z","timestamp":1697984244000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.3950050302"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1990,7]]},"references-count":17,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1990,7]]}},"alternative-id":["10.1002\/jae.3950050302"],"URL":"https:\/\/doi.org\/10.1002\/jae.3950050302","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[1990,7]]}}}