## Abstract The practice of modelling the components of a vector time series to arrive at a joint model for the vector is considered. It is shown that in some cases this is not unreasonable. A vector ARMA model is used to model the Canadian money and income data. We also use these data to discuss t
Another look at the evidence on money-income causality
โ Scribed by Benjamin M. Friedman; Kenneth N. Kuttner
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 997 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
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