VARs, common factors and the empirical validation of equilibrium business cycle models
Year of publication: |
2006
|
---|---|
Authors: | Giannone, Domenico ; Reichlin, Lucrezia ; Sala, Luca |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 132.2006, 1, p. 257-279
|
Subject: | VAR-Modell | VAR model | Konjunktur | Business cycle | Schock | Shock | Theorie | Theory |
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