A structural cointegrating VAR approach to macroeconometric modelling
Year of publication: |
2000
|
---|---|
Other Persons: | Garratt, Anthony (contributor) |
Published in: |
Econometric modelling : techniques and applications. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-65069-0. - 2000, p. 94-131
|
Subject: | Makroökonometrie | Macroeconometrics | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Großbritannien | United Kingdom | Kausalanalyse | Causality analysis | Kointegration | Cointegration |
-
Malhotra, Neena, (2016)
-
Are bitcoin prices isolated or co-integrated?
Vyas, Vishal, (2023)
-
Long-run relationship between macroeconomic variables and stock market : evidence from India
Tripathy, Nalini Prava, (2012)
- More ...
-
Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts
Garratt, Anthony, (2022)
-
Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts
Garratt, Anthony, (2022)
-
Commodity prices and inflation risk
Garratt, Anthony, (2021)
- More ...