Permanent vs Transitory Components and Economic Fundamentals
Year of publication: |
2005-01
|
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Authors: | Garratt, Anthony ; Robertson, Donald ; Wright, Stephen |
Institutions: | Birkbeck, Department of Economics, Mathematics & Statistics |
Subject: | Multivariate Beveridge-Nelson | VECM | Economic Fundamentals | Decomposition |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 0501 |
Classification: | C1 - Econometric and Statistical Methods: General ; C32 - Time-Series Models ; E0 - Macroeconomics and Monetary Economics. General ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation |
Source: |
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