Codependence in Cointegrated Autoregressive Models
Year of publication: |
2004-08-11
|
---|---|
Authors: | Schleicher, Christoph |
Institutions: | Society for Computational Economics - SCE |
Subject: | vector autoregression | cointegration | business cycles |
-
Growth empirics : structural transformation and sectoral interdependencies of Sri Lanka
Jayasooriya, S. P., (2017)
-
Financial cycles and bankruptcies in the Nordic countries
Hansen, Jan, (2003)
-
Optimal hedging with the Vector Autoregressive model
Gatarek, Lukasz, (2014)
- More ...
-
Common Trends and Common Cycles in Canadian Sectoral Output
Schleicher, Christoph, (2005)
-
Schleicher, Christoph, (2005)
-
Structural Time-Series Models with Common Trends and Common Cycles
Schleicher, Christoph, (2003)
- More ...