Structural VARs, deterministic and stochastic trends : does detrending matter?

Varang Wiriyawit; Benjamin Wong

Year of publication:	2014
Authors:	Varang Wiriyawit ; Wong, Benjamin
Publisher:	Canberra : Centre for Applied Macroeconomic Analysis, The Australian National Univ.
Subject:	bias \| detrending \| identification \| structural VAR \| VAR-Modell \| VAR model \| Zeitreihenanalyse \| Time series analysis \| Modellierung \| Scientific modelling \| Real-Business-Cycle-Theorie \| Real business cycle model \| Einheitswurzeltest \| Unit root test \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Theorie \| Theory

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