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Models and Relations in Economics and Econometrics

  • Katarina Juselius

    (Institute of Economics, University of Copenhagen)

Based on a money market analysis the paper discusses possible pitfalls in acroeconomic inference related to inadequate stochastic model formulation. A number of questions related to concepts such as empirical and theoretical steady-states, speed of adjustment, feed-back and interaction effects, and driving forces are addressed within the framework of the cointegrated VAR model. The economic notion of anticipated and unanticipated shocks to a system is discussed from an econometric point of view.

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File URL: http://www.econ.ku.dk/english/research/publications/wp/1999/9913.pdf/
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Paper provided by University of Copenhagen. Department of Economics in its series Discussion Papers with number 99-13.

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Length: 32 pages
Date of creation: Apr 1999
Date of revision:
Handle: RePEc:kud:kuiedp:9913
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