✦ LIBER ✦

Structural VAR, MARMA and open economy models

✍ Scribed by Phoebus J. Dhrymes; Dimitrios D. Thomakos

Book ID: 114175037
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 92 KB
Volume: 14
Category: Article
ISSN: 0169-2070
DOI: 10.1016/s0169-2070(98)00026-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A structural VAR business cycle model fo

A structural VAR business cycle model for a volatile small open economy

✍ Robert A. Buckle; Kunhong Kim; Heather Kirkham; Nathan McLellan; Jarad Sharma 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 928 KB

Monetary transmission mechanisms in a sm

Monetary transmission mechanisms in a small open economy: a Bayesian structural VAR approach

✍ Rokon Bhuiyan 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 792 KB

Temporal aggregation in structural VAR m

Temporal aggregation in structural VAR models

✍ Georgoutsos, Dimitris A. ;Kouretas, Georgios P. ;Tserkezos, Dikaios E. 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 146 KB 👁 1 views

This paper examines the effects of temporal aggregation on the estimated time series properties of economic data. Theory predicts that temporal aggregation loses information about the underlying data processes. We derive low frequency, quarterly and annual, models implied by high frequency, monthly,

Structural change and lag length in VAR

Structural change and lag length in VAR models

✍ Mark Thoma 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 574 KB

Can structural small open-economy models

Can structural small open-economy models account for the influence of foreign disturbances?

✍ Alejandro Justiniano; Bruce Preston 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 705 KB

China’s growth model and structural unba

China’s growth model and structural unbalance in the open economy

✍ Wenpu Li; Min Gong 📂 Article 📅 2011 🏛 Higher Education Press and Springer 🌐 English ⚖ 765 KB