Fratzscher, Marcel (contributor); … - 2007
Main, Germany
Postal address
Postfach 16 03 19
60066 Frankfurt am Main, Germany
Telephone
+49 69 1344 0
Internet
http://www.ecb.europa.eu …://www.ecb.europa.
eu/pub/scientific/wps/date/html/index.
en.html
ISSN 1561-0810 (print)
ISSN 1725-2806 (online)
3
ECB
Working Paper …
is
an n 1 vector of residuals, with variance-covariance matrix E[u
t
u
t
0
] = ; and t = 1;:::;T. An
intercept and a …