VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling.

Some recent developments in the macroeconometric analysis of time series are discussed in the light of Haavelmo (1944). Experimental design in econometrics is discussed and related to the case of passive observation. The general ideas are illustrated with an analysis of the long-run and short-run structure in Danish monetary data.

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Year of publication:	1993
Authors:	Juselius, Katarina
Published in:	Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 18.1993, 4, p. 595-622
Publisher:	Department of Economics and Finance Research and Teaching

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005382433