A multivariate STAR analysis of the relationship between money and output
Year of publication: |
1999-11-12
|
---|---|
Authors: | Rothman, P. ; Dijk, D.J.C. van ; Franses, Ph.H.B.F. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | nonlinear time series | Granger causality | forecasting |
Extent: | application/pdf |
---|---|
Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 9945-/A |
Source: |
-
A multivariate STAR analysis of the relationship between money and output
van Dijk, Dick, (1999)
-
An Alternative Bayesian Approach to Structural Breaks in Time Series Models
Hauwe, Sjoerd van den, (2011)
-
Modeling the impact of forecast-based regime switches on macroeconomic time series
Paap, Richard, (2013)
- More ...
-
Franses, Ph.H.B.F., (2001)
-
Modeling asymmetric volatility in weekly Dutch temperature data
Franses, Ph.H.B.F., (1998)
-
A simple test for PPP among traded goods
Franses, Ph.H.B.F., (2002)
- More ...