Business Cycle Analysis and VARMA models
Year of publication: |
2006
|
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Authors: | Kascha, Christian ; Mertens, Karel |
Institutions: | Department of Economics, European University Institute |
Subject: | Structural VARs | VARMA | State Space Models | Identification | Business Cycles |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series European University Institute Working Papers Number ECO2006/37 |
Classification: | E32 - Business Fluctuations; Cycles ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing |
Source: |
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Business cycle analysis and VARMA models
Kascha, Christian, (2008)
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Business Cycle Analysis and VARMA Models
Kascha, Christian, (2008)
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VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
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