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  • Search: subject:"unit root approximation"
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Year of publication
Subject
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Cointegrated VAR 4 economic theory models 4 expectations 4 general equilibrium 4 unit root approximation 4 Allgemeines Gleichgewicht 2 DSGE models 2 Hybrid New Keynesian Phillips Curve 2 Kointegration 2 VAR-Modell 2 Wirtschaftsmodell 2 New-Keynesian Phillips Curve 1 Theorie 1 Unit Root Test 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Article 1 Working Paper 1
Language
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English 4
Author
All
Møller, Niels Framroze 4
Institution
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Institut für Weltwirtschaft (IfW) 1
Published in...
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Economics - The Open-Access, Open-Assessment E-Journal 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics: The Open-Access, Open-Assessment E-Journal 1
Source
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EconStor 2 RePEc 2
Showing 1 - 4 of 4
Cover Image
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Møller, Niels Framroze - 2008
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes a correspondence between basic economic concepts and the econometric concepts of the CVAR: The economic relations correspond to cointegrating vectors and exogeneity in the...
Persistent link: https://www.econbiz.de/10010295278
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Cover Image
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Møller, Niels Framroze - In: Economics: The Open-Access, Open-Assessment E-Journal 2 (2008) 2008-36, pp. 1-29
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes a correspondence between basic economic concepts and the econometric concepts of the CVAR: The economic relations correspond to cointegrating vectors and exogeneity in the...
Persistent link: https://www.econbiz.de/10010298620
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Cover Image
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Møller, Niels Framroze - Institut für Weltwirtschaft (IfW) - 2008
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes a correspondence between basic economic concepts and the econometric concepts of the CVAR: The economic relations correspond to cointegrating vectors and exogeneity in the...
Persistent link: https://www.econbiz.de/10005083339
Saved in:
Cover Image
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Møller, Niels Framroze - In: Economics - The Open-Access, Open-Assessment E-Journal 2 (2008), pp. 1-29
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes a correspondence between basic economic concepts and the econometric concepts of the CVAR: The economic relations correspond to cointegrating vectors and exogeneity in the...
Persistent link: https://www.econbiz.de/10005082973
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