Noncausal vector autoregression
Year of publication: |
2009-08-12
|
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Authors: | Lanne, Markku ; Saikkonen, Pentti |
Institutions: | Suomen Pankki |
Subject: | elliptic distribution | fiscal foresight | maximum likelihood estimation | noncausal | nonfundamentalness | non-Gaussian | term structure of interest rates |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Research Discussion Papers The price is Available online only. Number 18/2009 63 pages |
Classification: | C32 - Time-Series Models ; c46 ; C52 - Model Evaluation and Testing ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation ; G12 - Asset Pricing |
Source: |
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Noncausal Vector Autoregression
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