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Trygve Haavelmo's experimental methodology and scenario analysis in a cointegrated vector autoregression

Hoover, Kevin D.; Jusélius, Katarina - In: Econometric theory 31 (2015) 2, pp. 249-274

Persistent link: https://www.econbiz.de/10010532066

Econometric models of climate systems : the equivalence of two-component energy balance models and cointegrated VARs

Pretis, Felix - 2015

Persistent link: https://www.econbiz.de/10011286051

Monetary policy and stock prices : cross-country evidence from cointegrated VAR models

Belke, Ansgar; Beckmann, Joscha - In: Journal of banking & finance 54 (2015), pp. 254-265

Persistent link: https://www.econbiz.de/10011377829

Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging

Strachan, Rodney W.; Dijk, Herman K. van - 2010 - Version 17 May 2010

) processes. The linear VAR model is extendedto permit cointegration, a range of deterministic processes, equilibrium restrictions …

Persistent link: https://www.econbiz.de/10011380727

Macroeconomic variables and the Kenyan equity market : a time series analysis

Mutuku, Cyrus; Ng’eny, Kirwa Lelei - In: Business and Economic Research : BER 5 (2015) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10011344513

Measuring the impact of exchange rate movements on domestic prices : a cointegrated VAR analysis

Cheikh, Nidhaleddine Ben; Louhichi, Waël - 2014

This paper measures the pass-through of exchange rate changes into domestic inflation within a cointegrated VAR (CVAR) framework. This issue is of particular interest for the euro area (EA) as Member Sates cede their national currencies and no longer have options of using monetary policy to...

Persistent link: https://www.econbiz.de/10011346364