Haavelmo's Probability Approach and the Cointegrated VAR
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- Juselius, Katarina, 2015. "Haavelmo’S Probability Approach And The Cointegrated Var," Econometric Theory, Cambridge University Press, vol. 31(02), pages 213-232, April.
References listed on IDEAS
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- repec:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032 is not listed on IDEAS
- Katarina Juselius, 2017. "A CVAR scenario for a standard monetary model using theory-consistent expectations," Discussion Papers 17-08, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2017.
"Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge,"
MDPI, Open Access Journal, vol. 5(3), pages 1-20, July.
- Katarina Juselius, 2017. "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers 17-07, University of Copenhagen. Department of Economics.
- repec:eee:jimfin:v:83:y:2018:i:c:p:93-105 is not listed on IDEAS
- Espasa, Antoni & Carlomagno Real, Guillermo, 2017. "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS 25392, Universidad Carlos III de Madrid. Departamento de Estadística.
More about this item
KeywordsHaavelmo; CVAR; autonomy; identification; passive observations;
- B16 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Quantitative and Mathematical
- B31 - Schools of Economic Thought and Methodology - - History of Economic Thought: Individuals - - - Individuals
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-28 (All new papers)
- NEP-ECM-2012-03-28 (Econometrics)
- NEP-ETS-2012-03-28 (Econometric Time Series)
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