Browsing by Author "JUSELIUS, Katarina"

Now showing items 1-2 of 2

Title: Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data Author(s): JOHANSEN, Soren; JUSELIUS, Katarina Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: A Structured Var For Denmark Under Changing Monetary Regimes Author(s): JUSELIUS, Katarina Date: 1998 Type of Publication: Article Abstract: Using recently developed statistical tools for analyzing cointegrated I(2) data, this article models money, income, prices, and interest rates in Denmark. The final model describes the dynamic adjustment to short-run changes ...

Now showing items 1-2 of 2

Browse