Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods
| Year of publication: |
2006
|
|---|---|
| Authors: | Boug, Pål ; Cappelen, Ådne ; Swensen, Anders |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 31.2006, 4, p. 821-845
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Expectations | Export prices | LQAC-model | VAR model | EqCM-model | Lucas critique |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166698