Identifying Structural Breaks in Cointegrated VAR Models
Year of publication: |
2005
|
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Authors: | Hungnes, Håvard |
Publisher: |
Oslo : Statistics Norway, Research Department |
Subject: | Johansen procedure | cointegrated VAR | structural breaks | growth rates | cointegration mean levels. |
Series: | Discussion Papers ; 422 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/192404 [Handle] RePEc:ssb:dispap:422 [RePEc] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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Identifying Structural Breaks in Cointegrated VAR Models
Hungnes, Håvard, (2005)
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Hungnes, Håvard, (2001)
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Hungnes, Håvard, (2001)
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Fundamental determinants of the long run real exchange rate: The case of Norway
Bjørnland, Hilde C., (2002)
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