Separation, weak exogeneity and P-T decomposition in cointegrated VAR systems
Year of publication: |
2002
|
---|---|
Authors: | Hecq, Alain W. J. ; Palm, B. F. C. ; Urbain, C. J.-P. |
Publisher: |
Munich : Univ., Center for Economic Studies |
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Panel | Panel study | Dekompositionsverfahren | Decomposition method | Theorie | Theory |
Extent: | 46 S graph. Darst |
---|---|
Series: | CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute. - Munich : CESifo, ISSN 1617-9595, ZDB-ID 2023380-2. - Vol. 660 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Literaturverz. S. 42 - 46 P-T = permanent-transitory Internetausg.: ftp://129.187.96.124/CESifo_WP/660.pdf |
Source: | ECONIS - Online Catalogue of the ZBW |
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