Business Cycle Analysis and VARMA Models
Year of publication: |
2008
|
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Authors: | Kascha, Christian ; Mertens, Karel |
Publisher: |
Oslo : Norges Bank |
Subject: | VARMA | SVARs | state space models | business cycles |
Series: | Working Paper ; 2008/5 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-82-7553-433-8 |
Other identifiers: | hdl:10419/209896 [Handle] hdl:11250/2497781 [Handle] RePEc:bno:worpap:2008_05 [RePEc] |
Classification: | E32 - Business Fluctuations; Cycles ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing |
Source: |
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