Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand
Year of publication: |
2001-10
|
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Authors: | Hungnes, Håvard |
Institutions: | Statistisk Sentralbyrå, Government of Norway |
Subject: | Johansen procedure | cointegrated VAR | growth rates | cointegration means | linear switching algorithm | consumption | money demand | savings ratio |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; E21 - Consumption; Saving ; E41 - Demand for Money |
Source: |
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Hungnes, Håvard, (2001)
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Identifying Structural Breaks in Cointegrated VAR Models
Hungnes, Håvard, (2005)
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Identifying Structural Breaks in Cointegrated VAR Models
Hungnes, Håvard, (2005)
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Hungnes, Håvard, (2012)
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Fundamental determinants of the long run real exchange rate: The case of Norway
Bjørnland, Hilde Christiane, (2002)
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Bjørnland, Hilde C., (2005)
- More ...