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:	1993-04
Authors:	: Katarina Juselius
Institutions:	Økonomisk Institut, Københavns Universitet
Subject:	Haavelmo \| macroeconometric time series modelling \| multivariate cointegration \| nonstationary time series

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Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Published in: Empirical Economics, 1993, 18(4) pp 595-622 Number 93-05 26 pages
Classification:	B23 - Econometrics; Quantitative Studies ; C51 - Model Construction and Estimation ; C32 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005543502