You are looking at  1-3 of 3 articles  for:

  • Macroeconomics and Monetary Economics x
Clear All

View:

The Cointegrated VAR Methodology  

Katarina Juselius

The cointegrated VAR approach combines differences of variables with cointegration among them and by doing so allows the user to study both long-run and short-run effects in the same ... More

Macroeconomics and Monetary Economics  

Alfred Duncan and Charles Nolan

In recent decades, macroeconomic researchers have looked to incorporate financial intermediaries explicitly into business-cycle models. These modeling developments have helped us to ... More

Nonlinear Models in Macroeconometrics  

Timo Teräsvirta

Many nonlinear time series models have been around for a long time and have originated outside of time series econometrics. The stochastic models popular univariate, dynamic ... More

View: