Implementing optimal control in cointegrated I(1) structural VAR models
| Year of publication: |
2003
|
|---|---|
| Authors: | Monti, Francesca V. |
| Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
| Subject: | optimal control | VAR models |
| Series: | ECB Working Paper ; 288 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/152722 [Handle] RePEc:ecb:ecbwps:20030288 [RePEc] |
| Classification: | C32 - Time-Series Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
| Source: |
Persistent link: https://www.econbiz.de/10011604334