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dc.contributor.authorLUETKEPOHL, Helmut
dc.date.accessioned2007-06-27T14:42:27Z
dc.date.available2007-06-27T14:42:27Z
dc.date.issued2007
dc.identifier.issn1725-6704
dc.identifier.urihttp://hdl.handle.net/1814/6918
dc.description.abstractVector autoregressive (VAR) models for stationary and integrated variables are reviewed. Model specification and parameter estimation are discussed and various uses of these models for forecasting and economic analysis are considered. For integrated and cointegrated variables it is argued that vector error correction models offer a particularly convenient parameterization both for model specification and for using the models for economic analysis.en
dc.format.extent545232 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.publisherEuropean University Institute
dc.relation.ispartofseriesEUI ECOen
dc.relation.ispartofseries2007/11en
dc.rightsinfo:eu-repo/semantics/openAccess
dc.titleEconometric Analysis with Vector Autoregressive Modelsen
dc.typeWorking Paperen
dc.neeo.contributorLUETKEPOHL|Helmut|aut|EUI70007
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