VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling
Some recent developments in the macroeconometric analysis of time series are discussed in the light of Haavelmo (1944). Experimental design in econometrics is discussed and related to the case of passive observation. The general ideas are illustrated with an analysis of the long-run and short-run structure in Danish monetary data.
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|Date of creation:||Apr 1993|
|Date of revision:|
|Publication status:||Published in: Empirical Economics, 1993, 18(4) pp 595-622|
|Contact details of provider:|| Postal: Øster Farimagsgade 5, Building 26, DK-1353 Copenhagen K., Denmark|
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Fax: +45 35 32 30 00
Web page: http://www.econ.ku.dk
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