Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles
| Year of publication: |
2000
|
|---|---|
| Authors: | Hecq, Alain ; Palm, Franz C. ; Urbain, Jean-Pierre |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 62.2000, 4, p. 511-532
|