A Principal-Components Variance Decomposition of Monthly and quarterly Vector Autoregressive Models of the U.S. Economy
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Chen, Baoline ; Zadrozny, Peter |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | VAR macromodelling | data-absed variance decompositions |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 158 |
| Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C6 - Mathematical Methods and Programming |
| Source: |
Persistent link: https://www.econbiz.de/10005537680