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Dynamic analyses using VAR model with mixed frequency data through observable representation
Kim, Yun-Yeong - In: The Korean economic review 32 (2016) 1, pp. 41-75
Persistent link: https://www.econbiz.de/10011649329
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Identification based on higher moments
Lewis, Daniel J. - 2024
Identification based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical practice in macroeconometrics in the last two decades. This article reviews two parallel strands of the literature: identification strategies based on heteroskedasticity and...
Persistent link: https://www.econbiz.de/10014480567
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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828077
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Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814457
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Predicting the monthly and annual current account balance : from provisional data
Bewley, Ronald A.; Fisher, Lance A.; Parry, Thomas T. - 1988
Persistent link: https://www.econbiz.de/10000758921
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Permanent and transitory shocks, and the UK business cycle
Ravn, Morten O. - 1996
Persistent link: https://www.econbiz.de/10000591167
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Agricultural supply response using vector autoregressions (VAR) with panel data : some evidence from India
Eckstein, Zvi - 1985
Persistent link: https://www.econbiz.de/10000605351
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New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech; Deadman, Derek F. - 1997 - 2. ed.
Persistent link: https://www.econbiz.de/10000613833
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Predicting the monthly and annual current account balance from provisional data
Bewley, Ronald; Fisher, Lance; Parry, Thomas - 1988
Persistent link: https://www.econbiz.de/10000127255