VAR modelling and Haavelmo's probability approach to macroeconomic modelling
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Some recent developments in the macroeconometric analysis of time series are discussed in the light of Haavelmo (1944). Experimental design in econometrics is discussed and related to the case of passive observation. The general ideas are illustrated with a analysis of the long-run and short-run structure in Danish monetary data
Originalsprog | Engelsk |
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Tidsskrift | Empirical Economics |
Vol/bind | 18 |
Udgave nummer | 4 |
Sider (fra-til) | 595-622 |
ISSN | 0377-7332 |
DOI | |
Status | Udgivet - 1993 |
Bibliografisk note
JEL Classification: B23
ID: 157429