Permanent-transitory decomposition in VAR models with cointegration and common cycles
Alain Hecq, Franz. C. Palm and Jean-Pierre Urbain
| Year of publication: |
2000
|
|---|---|
| Authors: | Hecq, Alain W. J. ; Palm, Franz C. ; Urbain, Jean-Pierre |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 62.2000, 4, p. 511-532
|
| Subject: | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | Konjunktur | Business cycle | Schätzung | Estimation | Großbritannien | United Kingdom | 1954-1997 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Oxford bulletin of economics and statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001522143