Long run recursive VAR models and QR decompositions
Year of publication: |
2001
|
---|---|
Authors: | Hoffmann, Mathias |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 73.2001, 1, p. 15-20
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Consumption, wealth and business cycles: why is Germany different?
Hamburg, Britta, (2005)
-
The timing and magnitude of exchange rate overshooting
Hoffmann, Mathias, (2007)
-
Integration of financial markets and national price levels: the role of exchange rate volatility
Hoffmann, Mathias, (2008)
- More ...