Expectations in Export Price Formation Tests using Cointegrated VAR Models
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More about this item
KeywordsExpectations; export prices; LQAC-model; cointegrated VAR; EqCM-model; exogeneity; Lucas critique.;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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