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A Time Series Approach to a Structural Model of the Swiss Economy

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  • MULLER Christian

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  • MULLER Christian, 2010. "A Time Series Approach to a Structural Model of the Swiss Economy," EcoMod2003 330700107, EcoMod.
  • Handle: RePEc:ekd:003307:330700107
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    File URL: http://www.ecomod.net/sites/default/files/document-conference/ecomod2003/Muller.pdf
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    References listed on IDEAS

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    1. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    2. David Laidler (ed.), 1999. "The Foundations of Monetary Economics," Books, Edward Elgar Publishing, volume 0, number 1667.
    3. M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
    4. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    5. Johansen, Søren, 1992. "A Representation of Vector Autoregressive Processes Integrated of Order 2," Econometric Theory, Cambridge University Press, vol. 8(2), pages 188-202, June.
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