Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates
Year of publication: |
1995-11
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Authors: | Brännström, Tomas |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Vector autoregressive models | Bias reduction | impulse-response functions | variance decomposition | forecasts |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Series in Economics and Finance Number 82 28 pages |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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