A characterization of vector autoregressive processes with common cyclical features
Massimo Franchi; Paolo Paruolo
| Year of publication: |
2011
|
|---|---|
| Authors: | Franchi, Massimo ; Paruolo, Paolo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 163.2011, 1, p. 105-117
|
| Subject: | VAR-Modell | VAR model | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schock | Shock | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009270438