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Browsing ECO Articles by Author "JUSELIUS, Katarina"
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Title:A Structured Var For Denmark Under Changing Monetary Regimes
Author(s):JUSELIUS, KatarinaDate:1998Type of Publication:ArticleAbstract: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 ...